+57.7%
CVE vs STZ
-37.2%
+94.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | -16.1% | +4.9% | -21.0% | -16.5% |
| 30D | -10.4% | +20.9% | -31.3% | -11.9% |
| 3M | -2.4% | +8.0% | -10.4% | -3.2% |
| 6M | -4.4% | -5.3% | +0.9% | -3.8% |
| YTD | +64.9% | +5.9% | +59.0% | +62.0% |
| 1Y | +66.0% | +14.2% | +51.8% | +61.0% |
| 3Y | +57.7% | -37.0% | +94.6% | +58.2% |
| All | +57.7% | -37.2% | +94.8% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling