+105.8%
ROST vs CVE
+142.8%
-37.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | +1.2% | -16.1% | +17.4% | +2.8% |
| 30D | +2.5% | -10.4% | +12.8% | +3.3% |
| 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% | +19.7% |
| 1Y | +45.4% | +66.0% | -20.6% | +34.7% |
| 3Y | +94.9% | +57.7% | +37.2% | +78.1% |
| All | +105.8% | +142.8% | -37.0% | +61.7% |
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