+134.5%
CVE vs STLA
+18.3%
+116.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -16.1% | -4.5% | -11.6% | -14.8% |
| 30D | -10.4% | -3.9% | -6.5% | -9.8% |
| 3M | -2.4% | -20.2% | +17.8% | +4.9% |
| 6M | -4.4% | -42.2% | +37.7% | +16.1% |
| YTD | +64.9% | -59.3% | +124.3% | +125.2% |
| 1Y | +66.0% | -56.1% | +122.1% | +116.5% |
| 3Y | +57.7% | -73.7% | +131.3% | +145.3% |
| 5Y | +144.7% | -70.3% | +215.0% | +233.7% |
| All | +134.5% | +18.3% | +116.1% | +97.6% |
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