+21.8%
KWEB vs CVE
+22.8%
-1.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +9.4% | -16.1% | +25.5% | +12.7% |
| 30D | +2.3% | -10.4% | +12.6% | +4.0% |
| 3M | -12.3% | -2.4% | -10.0% | -12.5% |
| 6M | -16.4% | -4.4% | -12.0% | -16.5% |
| YTD | -26.9% | +64.9% | -91.9% | -34.7% |
| 1Y | -33.2% | +66.0% | -99.2% | -40.4% |
| 3Y | +1.2% | +57.7% | -56.4% | -10.2% |
| 5Y | -36.4% | +144.7% | -181.1% | -48.9% |
| 10Y | -17.4% | +139.2% | -156.7% | -40.6% |
| All | +21.8% | +22.8% | -1.0% | -0.5% |
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