-4.3%
CVE vs STZ
-2.4%
-2.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +5.3% | -13.0% | -6.8% |
| 7D | -12.1% | +13.0% | -25.1% | -10.9% |
| 30D | -9.8% | +29.4% | -39.2% | -7.6% |
| 3M | -0.7% | +11.6% | -12.3% | 0.0% |
| 6M | -4.3% | -0.2% | -4.1% | -2.6% |
| All | -4.3% | -2.4% | -2.0% | -2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling