+304.4%
ROST vs CVE
+159.5%
+144.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +0.9% | +2.5% | -1.6% | +0.4% |
| 30D | -8.9% | +16.7% | -25.6% | -11.8% |
| 3M | -0.8% | +9.3% | -10.1% | -3.1% |
| 6M | +8.5% | +43.6% | -35.1% | -0.3% |
| YTD | +28.6% | +93.6% | -65.0% | +10.6% |
| 1Y | +52.3% | +98.8% | -46.4% | +29.9% |
| 3Y | +94.8% | +73.6% | +21.2% | +66.7% |
| 5Y | +110.8% | +312.5% | -201.7% | +40.1% |
| All | +304.4% | +159.5% | +144.9% | +107.5% |
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 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