-40.4%
TOST vs CVE
+148.3%
-188.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | +0.1% |
| 7D | +11.6% | -14.1% | +25.7% | +15.3% |
| 30D | +16.2% | -11.6% | +27.9% | +19.0% |
| 3M | +1.0% | 0.0% | +1.0% | -0.2% |
| 6M | +23.2% | -8.4% | +31.6% | +23.4% |
| YTD | -1.0% | +65.9% | -66.9% | -18.8% |
| 1Y | -9.9% | +69.4% | -79.3% | -26.8% |
| 3Y | +101.0% | +55.9% | +45.1% | +61.7% |
| 5Y | -40.4% | +146.2% | -186.6% | -62.4% |
| All | -40.4% | +148.3% | -188.7% | -62.4% |
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