+749.2%
COST vs CVE
+147.6%
+601.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | +2.5% | +4.6% | -2.1% | +2.2% |
| 30D | +14.6% | -12.0% | +26.6% | +15.3% |
| 3M | +15.2% | -3.8% | +19.0% | +15.3% |
| 6M | +7.2% | -2.7% | +9.9% | +7.1% |
| YTD | +27.4% | +73.6% | -46.2% | +22.8% |
| 1Y | +20.2% | +62.0% | -41.8% | +16.3% |
| 3Y | +96.9% | +72.7% | +24.1% | +88.2% |
| 5Y | +122.8% | +153.9% | -31.1% | +106.8% |
| All | +749.2% | +147.6% | +601.6% | +652.3% |
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