+135.5%
CVE vs STZ
+11.6%
+124.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -10.0% | +5.3% | -15.3% | -12.1% |
| 30D | -11.9% | +19.6% | -31.4% | -18.5% |
| 3M | -5.9% | +10.0% | -15.9% | -10.5% |
| 6M | -1.6% | -0.3% | -1.3% | -2.9% |
| YTD | +66.3% | +8.6% | +57.7% | +55.2% |
| 1Y | +57.5% | +16.6% | +40.9% | +41.8% |
| 3Y | +65.4% | -34.8% | +100.2% | +89.7% |
| 5Y | +144.2% | -27.8% | +172.0% | +157.2% |
| 10Y | +135.5% | +12.5% | +123.0% | +125.3% |
| All | +135.5% | +11.6% | +124.0% | +125.3% |
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