-45.7%
TOST vs CVE
+314.7%
-360.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | -3.4% | +2.5% | -5.9% | -4.1% |
| 30D | -2.4% | +16.7% | -19.2% | -6.3% |
| 3M | +34.6% | +9.3% | +25.3% | +30.7% |
| 6M | +15.2% | +43.6% | -28.4% | +2.3% |
| YTD | -4.4% | +93.6% | -98.0% | -23.1% |
| 1Y | -17.4% | +98.8% | -116.2% | -34.5% |
| 3Y | +54.5% | +73.6% | -19.1% | +23.4% |
| All | -45.7% | +314.7% | -360.4% | -61.2% |
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