-5.6%
KMB vs CVE
+72.1%
-77.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.7% |
| 7D | -3.0% | +2.5% | -5.5% | -2.9% |
| 30D | -5.5% | +16.7% | -22.2% | -4.5% |
| 3M | +14.0% | +9.3% | +4.7% | +15.0% |
| 6M | +4.1% | +43.6% | -39.5% | +5.7% |
| YTD | +8.0% | +93.6% | -85.5% | +10.3% |
| 1Y | -13.7% | +98.8% | -112.5% | -11.9% |
| All | -5.6% | +72.1% | -77.7% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling