+209.7%
KO vs CVE
+136.7%
+73.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +0.2% | -10.1% | +10.3% | +1.1% |
| 30D | +9.1% | -12.1% | +21.2% | +10.1% |
| 3M | +11.0% | -1.9% | +12.8% | +10.9% |
| 6M | +24.0% | -1.8% | +25.8% | +23.7% |
| YTD | +40.0% | +65.8% | -25.8% | +33.0% |
| 1Y | +39.7% | +60.8% | -21.1% | +33.0% |
| 3Y | +84.8% | +70.1% | +14.6% | +72.8% |
| 5Y | +96.8% | +134.8% | -38.0% | +73.9% |
| 10Y | +209.7% | +130.1% | +79.6% | +131.7% |
| All | +209.7% | +136.7% | +73.1% | +131.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling