+162.3%
CVE vs STT
+267.1%
-104.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +2.5% | +0.5% | +2.0% | +2.1% |
| 30D | +16.7% | +3.9% | +12.9% | +13.6% |
| 3M | +9.3% | +20.0% | -10.7% | -4.1% |
| 6M | +43.6% | +55.3% | -11.7% | +4.7% |
| YTD | +93.6% | +53.3% | +40.2% | +41.5% |
| 1Y | +98.8% | +74.7% | +24.1% | +31.9% |
| 3Y | +73.6% | +205.8% | -132.2% | -24.2% |
| 5Y | +312.5% | +145.0% | +167.5% | +95.1% |
| All | +162.3% | +267.1% | -104.8% | -7.1% |
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