+2,345.9%
ROST vs CVE
+62.8%
+2,283.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.5% | -3.8% |
| 7D | +1.3% | -14.1% | +15.3% | +3.9% |
| 30D | +4.9% | -11.6% | +16.5% | +7.0% |
| 3M | -6.9% | 0.0% | -7.0% | -7.5% |
| 6M | +3.8% | -8.4% | +12.2% | +4.4% |
| YTD | +31.4% | +65.9% | -34.5% | +17.1% |
| 1Y | +46.2% | +69.4% | -23.2% | +29.6% |
| 3Y | +99.8% | +55.9% | +43.9% | +75.9% |
| 5Y | +107.6% | +146.2% | -38.5% | +59.7% |
| 10Y | +322.2% | +140.6% | +181.6% | +160.1% |
| All | +2,345.9% | +62.8% | +2,283.1% | +1,397.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling