+19.7%
COST vs CVE
+60.9%
-41.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +2.0% |
| 7D | +3.9% | +0.1% | +3.9% | +3.9% |
| 30D | +13.5% | -10.8% | +24.4% | +13.4% |
| 3M | +15.3% | -4.3% | +19.7% | +14.9% |
| 6M | +9.2% | -1.5% | +10.6% | +8.4% |
| YTD | +26.9% | +70.7% | -43.8% | +26.8% |
| 1Y | +19.7% | +58.1% | -38.4% | +18.7% |
| All | +19.7% | +60.9% | -41.2% | +18.7% |
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