+176.7%
KO vs CVE
+170.0%
+6.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.1% |
| 7D | +0.4% | +0.2% | +0.2% | +0.4% |
| 30D | +1.5% | +17.5% | -16.0% | +0.1% |
| 3M | +11.8% | +16.2% | -4.4% | +10.2% |
| 6M | +16.2% | +47.8% | -31.5% | +11.9% |
| YTD | +28.1% | +98.5% | -70.4% | +20.0% |
| 1Y | +34.8% | +109.8% | -75.0% | +25.4% |
| 3Y | +65.5% | +75.5% | -10.0% | +54.8% |
| 5Y | +81.6% | +341.6% | -260.0% | +50.4% |
| 10Y | +176.7% | +159.8% | +16.9% | +104.6% |
| All | +176.7% | +170.0% | +6.7% | +104.6% |
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