+306.9%
ROST vs CVE
+136.1%
+170.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +1.2% | -16.1% | +17.4% | +4.6% |
| 30D | +2.5% | -10.4% | +12.8% | +4.4% |
| 3M | -9.0% | -2.4% | -6.6% | -9.1% |
| 6M | +1.3% | -4.4% | +5.8% | +1.1% |
| YTD | +29.1% | +64.9% | -35.9% | +13.9% |
| 1Y | +45.4% | +66.0% | -20.6% | +28.0% |
| 3Y | +94.9% | +57.7% | +37.2% | +69.0% |
| 5Y | +104.0% | +144.7% | -40.7% | +52.0% |
| All | +306.9% | +136.1% | +170.8% | +114.0% |
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