-38.2%
KWEB vs CVE
+61.2%
-99.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.1% |
| 7D | -7.5% | +4.6% | -12.1% | -7.1% |
| 30D | -7.3% | -12.0% | +4.7% | -7.9% |
| 3M | -16.8% | -3.8% | -13.0% | -17.2% |
| 6M | -21.4% | -2.7% | -18.7% | -22.1% |
| YTD | -32.7% | +73.6% | -106.3% | -37.0% |
| 1Y | -38.2% | +62.0% | -100.2% | -41.9% |
| All | -38.2% | +61.2% | -99.4% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling