+146.2%
CVE vs STLA
-70.3%
+216.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.8% | -1.8% |
| 7D | -14.1% | -5.5% | -8.5% | -13.2% |
| 30D | -11.6% | -3.7% | -7.9% | -11.3% |
| 3M | 0.0% | -21.1% | +21.2% | +4.4% |
| 6M | -8.4% | -38.3% | +29.9% | +0.3% |
| YTD | +65.9% | -59.2% | +125.1% | +99.5% |
| 1Y | +69.4% | -56.7% | +126.1% | +98.9% |
| 3Y | +55.9% | -74.3% | +130.2% | +105.1% |
| 5Y | +146.2% | -70.2% | +216.4% | +192.7% |
| All | +146.2% | -70.3% | +216.5% | +192.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling