+148.6%
CVE vs STT
+198.3%
-49.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +5.9% | +4.8% | +1.2% | +2.7% |
| 30D | -10.9% | +3.9% | -14.8% | -13.4% |
| 3M | -4.5% | -8.2% | +3.6% | +0.2% |
| 6M | -1.0% | +15.6% | -16.6% | -11.8% |
| YTD | +74.7% | +37.6% | +37.1% | +36.2% |
| 1Y | +65.8% | +50.1% | +15.7% | +21.4% |
| 3Y | +73.2% | +183.1% | -109.9% | -21.0% |
| 5Y | +155.6% | +104.8% | +50.8% | +36.7% |
| All | +148.6% | +198.3% | -49.7% | -0.1% |
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