+224.2%
KO vs CVE
+144.4%
+79.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.5% |
| 7D | +1.8% | +0.1% | +1.8% | +1.8% |
| 30D | +8.7% | -10.8% | +19.5% | +9.6% |
| 3M | +13.5% | -4.3% | +17.8% | +13.7% |
| 6M | +25.6% | -1.5% | +27.0% | +25.3% |
| YTD | +42.3% | +70.7% | -28.4% | +34.8% |
| 1Y | +39.9% | +58.1% | -18.2% | +33.4% |
| 3Y | +87.5% | +69.8% | +17.7% | +75.5% |
| 5Y | +99.1% | +148.9% | -49.9% | +75.0% |
| 10Y | +224.2% | +143.5% | +80.7% | +142.0% |
| All | +224.2% | +144.4% | +79.8% | +142.0% |
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