+135.8%
CVE vs STT
+203.9%
-68.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.7% | +2.0% | +0.3% |
| 7D | -14.1% | -4.9% | -9.2% | -11.4% |
| 30D | -11.6% | -6.0% | -5.6% | -8.3% |
| 3M | 0.0% | -11.7% | +11.7% | +7.7% |
| 6M | -8.4% | +11.7% | -20.1% | -16.6% |
| YTD | +65.9% | +30.4% | +35.5% | +34.0% |
| 1Y | +69.4% | +43.9% | +25.5% | +27.6% |
| 3Y | +55.9% | +165.4% | -109.5% | -25.6% |
| 5Y | +146.2% | +101.0% | +45.2% | +32.6% |
| All | +135.8% | +203.9% | -68.1% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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