+62.8%
CVE vs STT
+494.8%
-432.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.7% | +2.0% | +0.2% |
| 7D | -14.1% | -4.9% | -9.2% | -11.5% |
| 30D | -11.6% | -6.0% | -5.6% | -8.5% |
| 3M | 0.0% | -11.7% | +11.7% | +7.2% |
| 6M | -8.4% | +11.7% | -20.1% | -16.0% |
| YTD | +65.9% | +30.4% | +35.5% | +36.2% |
| 1Y | +69.4% | +43.9% | +25.5% | +30.3% |
| 3Y | +55.9% | +165.4% | -109.5% | -20.8% |
| 5Y | +146.2% | +101.0% | +45.2% | +39.9% |
| 10Y | +140.6% | +210.7% | -70.1% | +3.7% |
| All | +62.8% | +494.8% | -432.0% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling