+134.5%
CVE vs STZ
+3.4%
+131.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.1% |
| 7D | -16.1% | +4.9% | -21.0% | -18.0% |
| 30D | -10.4% | +20.9% | -31.3% | -17.5% |
| 3M | -2.4% | +8.0% | -10.4% | -6.4% |
| 6M | -4.4% | -5.3% | +0.9% | -3.7% |
| YTD | +64.9% | +5.9% | +59.0% | +55.6% |
| 1Y | +66.0% | +14.2% | +51.8% | +50.9% |
| 3Y | +57.7% | -37.0% | +94.6% | +83.1% |
| 5Y | +144.7% | -29.7% | +174.4% | +160.6% |
| All | +134.5% | +3.4% | +131.1% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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