+70.6%
CVE vs STLA
+263.8%
-193.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.7% |
| 7D | +2.5% | +2.6% | -0.1% | +1.6% |
| 30D | +16.7% | -1.2% | +18.0% | +16.7% |
| 3M | +9.3% | -24.8% | +34.0% | +18.0% |
| 6M | +43.6% | -25.6% | +69.2% | +53.2% |
| YTD | +93.6% | -48.9% | +142.5% | +128.3% |
| 1Y | +98.8% | -38.8% | +137.5% | +117.4% |
| 3Y | +73.6% | -64.5% | +138.1% | +118.5% |
| 5Y | +312.5% | -62.4% | +374.9% | +395.1% |
| 10Y | +161.0% | +55.4% | +105.7% | +126.8% |
| All | +70.6% | +263.8% | -193.2% | +37.0% |
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