+50.4%
CVE vs STLA
+204.3%
-153.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.8% | -11.4% | -8.8% |
| 7D | -12.1% | -0.6% | -11.4% | -12.1% |
| 30D | -9.8% | +3.6% | -13.4% | -11.3% |
| 3M | -0.7% | -20.6% | +19.9% | +4.9% |
| 6M | -4.3% | -34.3% | +30.0% | +5.7% |
| YTD | +70.6% | -57.3% | +127.9% | +109.9% |
| 1Y | +73.2% | -52.6% | +125.8% | +104.8% |
| 3Y | +60.3% | -73.1% | +133.4% | +118.3% |
| 5Y | +159.3% | -68.7% | +228.0% | +224.9% |
| 10Y | +147.4% | +29.2% | +118.2% | +124.8% |
| All | +50.4% | +204.3% | -153.9% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling