+73.2%
CVE vs STLA
-53.0%
+126.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.8% | -11.4% | -7.2% |
| 7D | -12.1% | -0.6% | -11.4% | -12.0% |
| 30D | -9.8% | +3.6% | -13.4% | -9.4% |
| 3M | -0.7% | -20.6% | +19.9% | -2.8% |
| 6M | -4.3% | -34.3% | +30.0% | -8.2% |
| YTD | +70.6% | -57.3% | +127.9% | +66.0% |
| 1Y | +73.2% | -52.6% | +125.8% | +68.9% |
| All | +73.2% | -53.0% | +126.1% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling