+465.0%
KO vs CVE
+61.8%
+403.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +1.7% | -16.1% | +17.8% | +3.4% |
| 30D | +11.5% | -10.4% | +21.9% | +12.6% |
| 3M | +10.8% | -2.4% | +13.2% | +10.8% |
| 6M | +22.3% | -4.4% | +26.7% | +22.2% |
| YTD | +39.5% | +64.9% | -25.4% | +31.3% |
| 1Y | +42.2% | +66.0% | -23.8% | +33.7% |
| 3Y | +83.1% | +57.7% | +25.4% | +70.6% |
| 5Y | +94.8% | +144.7% | -49.9% | +68.0% |
| 10Y | +212.9% | +139.2% | +73.6% | +139.9% |
| All | +465.0% | +61.8% | +403.2% | +333.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling