-24.6%
KVUE vs CVE
+139.7%
-164.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.5% |
| 7D | -7.2% | +2.0% | -9.2% | -7.3% |
| 30D | -5.7% | +13.2% | -18.9% | -6.1% |
| 3M | +0.2% | +21.7% | -21.5% | -0.6% |
| 6M | 0.0% | +48.4% | -48.3% | -2.7% |
| YTD | +6.5% | +100.1% | -93.6% | +0.7% |
| 1Y | -1.4% | +107.8% | -109.3% | -7.0% |
| 3Y | -5.6% | +76.9% | -82.5% | -12.6% |
| All | -24.6% | +139.7% | -164.3% | -34.0% |
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