+107.3%
TOST vs CVE
+59.0%
+48.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -7.6% | +13.1% | +6.5% |
| 7D | +10.7% | -12.1% | +22.8% | +12.6% |
| 30D | +17.7% | -9.8% | +27.5% | +19.0% |
| 3M | +4.6% | -0.7% | +5.3% | +3.6% |
| 6M | +20.3% | -4.3% | +24.6% | +19.4% |
| YTD | -0.4% | +70.6% | -71.0% | -17.7% |
| 1Y | -0.8% | +73.2% | -73.9% | -18.7% |
| All | +107.3% | +59.0% | +48.3% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling