+112.7%
ROST vs CVE
+136.5%
-23.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +3.2% | -10.0% | +13.2% | +4.1% |
| 30D | +7.4% | -11.9% | +19.3% | +8.5% |
| 3M | -6.1% | -5.9% | -0.1% | -5.9% |
| 6M | +6.2% | -1.6% | +7.8% | +5.6% |
| YTD | +33.4% | +66.3% | -32.8% | +23.7% |
| 1Y | +48.8% | +57.5% | -8.7% | +38.8% |
| 3Y | +99.5% | +65.4% | +34.1% | +81.3% |
| 5Y | +112.7% | +144.2% | -31.5% | +63.5% |
| All | +112.7% | +136.5% | -23.9% | +63.5% |
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 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