-41.3%
TOST vs CVE
+157.6%
-198.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -7.6% | +13.1% | +7.3% |
| 7D | +10.7% | -12.1% | +22.8% | +13.8% |
| 30D | +17.7% | -9.8% | +27.5% | +19.9% |
| 3M | +4.6% | -0.7% | +5.3% | +3.6% |
| 6M | +20.3% | -4.3% | +24.6% | +19.2% |
| YTD | -0.4% | +70.6% | -71.0% | -18.8% |
| 1Y | -0.8% | +73.2% | -73.9% | -19.7% |
| 3Y | +102.2% | +60.3% | +41.9% | +61.7% |
| 5Y | -41.3% | +159.3% | -200.6% | -63.5% |
| All | -41.3% | +157.6% | -198.9% | -63.5% |
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