+130.1%
CVE vs STLA
+21.0%
+109.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -10.1% | -6.4% | -3.7% | -7.9% |
| 30D | -12.1% | -1.3% | -10.8% | -12.5% |
| 3M | -1.9% | -19.9% | +18.1% | +5.3% |
| 6M | -1.8% | -42.9% | +41.1% | +20.0% |
| YTD | +65.8% | -59.4% | +125.2% | +126.6% |
| 1Y | +60.8% | -56.8% | +117.7% | +111.6% |
| 3Y | +70.1% | -73.1% | +143.2% | +161.5% |
| 5Y | +134.8% | -70.1% | +204.8% | +218.7% |
| 10Y | +130.1% | +19.8% | +110.3% | +90.3% |
| All | +130.1% | +21.0% | +109.1% | +90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling