+2,038.0%
COST vs CVE
+89.9%
+1,948.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -3.1% | +2.5% | -5.6% | -3.3% |
| 30D | -2.8% | +16.7% | -19.5% | -4.0% |
| 3M | -5.7% | +9.3% | -14.9% | -6.5% |
| 6M | -8.8% | +43.6% | -52.4% | -11.5% |
| YTD | +6.7% | +93.6% | -86.9% | +1.0% |
| 1Y | -3.6% | +98.8% | -102.4% | -9.1% |
| 3Y | +75.1% | +73.6% | +1.5% | +65.3% |
| 5Y | +108.9% | +312.5% | -203.6% | +81.7% |
| 10Y | +586.2% | +161.0% | +425.1% | +489.0% |
| All | +2,038.0% | +89.9% | +1,948.1% | +1,731.2% |
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