-20.6%
KWEB vs CVE
+167.0%
-187.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | -3.6% | +2.0% | -5.6% | -3.9% |
| 30D | -14.9% | +13.2% | -28.1% | -16.8% |
| 3M | -5.4% | +21.7% | -27.1% | -8.9% |
| 6M | -18.9% | +48.4% | -67.2% | -25.0% |
| YTD | -27.2% | +100.1% | -127.3% | -36.5% |
| 1Y | -34.2% | +107.8% | -142.1% | -43.1% |
| 3Y | +0.6% | +76.9% | -76.3% | -11.9% |
| 5Y | -43.5% | +346.2% | -389.7% | -58.1% |
| 10Y | -20.6% | +173.5% | -194.1% | -44.6% |
| All | -20.6% | +167.0% | -187.5% | -44.6% |
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