+65.8%
CVE vs STZ
+15.6%
+50.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | +5.9% | +2.6% | +3.4% | +6.2% |
| 30D | -10.9% | +15.2% | -26.0% | -10.1% |
| 3M | -4.5% | +7.6% | -12.2% | -4.0% |
| 6M | -1.0% | +5.3% | -6.2% | 0.0% |
| YTD | +74.7% | +8.6% | +66.1% | +68.0% |
| 1Y | +65.8% | +15.6% | +50.3% | +62.8% |
| All | +65.8% | +15.6% | +50.3% | +62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling