+98.8%
CVE vs STLA
-38.0%
+136.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.2% |
| 7D | +2.5% | +2.6% | -0.1% | +2.7% |
| 30D | +16.7% | -1.2% | +18.0% | +16.7% |
| 3M | +9.3% | -24.8% | +34.0% | +7.0% |
| 6M | +43.6% | -25.6% | +69.2% | +40.5% |
| YTD | +93.6% | -48.9% | +142.5% | +92.4% |
| 1Y | +98.8% | -38.8% | +137.5% | +100.9% |
| All | +98.8% | -38.0% | +136.8% | +100.9% |
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