+148.9%
CVE vs STT
+109.1%
+39.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.1% |
| 7D | +0.1% | +0.4% | -0.4% | -0.1% |
| 30D | -10.8% | -0.4% | -10.4% | -10.8% |
| 3M | -4.3% | -6.5% | +2.1% | -2.1% |
| 6M | -1.5% | +17.2% | -18.6% | -8.9% |
| YTD | +70.7% | +38.2% | +32.5% | +45.4% |
| 1Y | +58.1% | +49.3% | +8.8% | +29.7% |
| 3Y | +69.8% | +181.9% | -112.1% | +3.6% |
| 5Y | +148.9% | +106.9% | +42.0% | +56.0% |
| All | +148.9% | +109.1% | +39.8% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling