-44.5%
TOST vs CVE
+253.3%
-297.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +9.4% | -16.1% | +25.6% | +13.6% |
| 30D | +13.5% | -10.4% | +23.9% | +15.6% |
| 3M | -0.1% | -2.4% | +2.2% | -0.7% |
| 6M | +22.5% | -4.4% | +26.9% | +21.2% |
| YTD | -2.4% | +64.9% | -67.3% | -19.1% |
| 1Y | -4.7% | +66.0% | -70.7% | -21.4% |
| 3Y | +103.2% | +57.7% | +45.6% | +64.3% |
| 5Y | -41.2% | +144.7% | -186.0% | -58.7% |
| All | -44.5% | +253.3% | -297.9% | -59.1% |
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