+120.6%
COST vs CVE
+142.8%
-22.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | +4.1% | -16.1% | +20.2% | +5.2% |
| 30D | +12.0% | -10.4% | +22.4% | +12.6% |
| 3M | +11.2% | -2.4% | +13.5% | +11.0% |
| 6M | +6.1% | -4.4% | +10.6% | +6.0% |
| YTD | +22.9% | +64.9% | -42.1% | +17.6% |
| 1Y | +14.7% | +66.0% | -51.3% | +9.7% |
| 3Y | +92.3% | +57.7% | +34.7% | +81.9% |
| All | +120.6% | +142.8% | -22.2% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling