+134.5%
CVE vs STT
+204.5%
-70.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -16.1% | -2.5% | -13.7% | -14.9% |
| 30D | -10.4% | -5.0% | -5.4% | -7.7% |
| 3M | -2.4% | -10.5% | +8.1% | +4.2% |
| 6M | -4.4% | +10.0% | -14.4% | -12.0% |
| YTD | +64.9% | +30.7% | +34.3% | +33.1% |
| 1Y | +66.0% | +43.8% | +22.3% | +25.1% |
| 3Y | +57.7% | +168.1% | -110.4% | -25.3% |
| 5Y | +144.7% | +101.4% | +43.3% | +31.6% |
| All | +134.5% | +204.5% | -70.0% | -8.3% |
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