-19.6%
KWEB vs CVE
+149.3%
-168.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -7.8% | +5.9% | -13.8% | -8.8% |
| 30D | -6.4% | -10.9% | +4.4% | -4.9% |
| 3M | -14.6% | -4.5% | -10.1% | -14.4% |
| 6M | -25.0% | -1.0% | -24.1% | -25.6% |
| YTD | -32.7% | +74.7% | -107.4% | -40.1% |
| 1Y | -37.3% | +65.8% | -103.1% | -43.8% |
| 3Y | -5.9% | +73.2% | -79.1% | -17.5% |
| 5Y | -47.1% | +155.6% | -202.7% | -57.3% |
| All | -19.6% | +149.3% | -168.9% | -43.2% |
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