+315.5%
ROST vs CVE
+136.7%
+178.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.5% |
| 7D | +2.8% | -10.1% | +12.9% | +4.8% |
| 30D | +6.6% | -12.1% | +18.7% | +9.0% |
| 3M | -7.0% | -1.9% | -5.1% | -7.2% |
| 6M | +5.4% | -1.8% | +7.2% | +4.5% |
| YTD | +32.4% | +65.8% | -33.4% | +16.7% |
| 1Y | +48.4% | +60.8% | -12.5% | +31.5% |
| 3Y | +99.5% | +70.1% | +29.3% | +70.2% |
| 5Y | +109.9% | +134.8% | -24.9% | +58.0% |
| 10Y | +315.5% | +130.1% | +185.4% | +117.5% |
| All | +315.5% | +136.7% | +178.9% | +117.5% |
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