+89.9%
CVE vs STZ
+793.7%
-703.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +2.5% | -1.9% | +4.4% | +3.2% |
| 30D | +16.7% | -1.9% | +18.6% | +17.2% |
| 3M | +9.3% | -6.2% | +15.5% | +11.1% |
| 6M | +43.6% | -14.0% | +57.6% | +49.7% |
| YTD | +93.6% | -5.1% | +98.7% | +93.3% |
| 1Y | +98.8% | -9.6% | +108.3% | +101.0% |
| 3Y | +73.6% | -47.2% | +120.8% | +110.2% |
| 5Y | +312.5% | -33.6% | +346.1% | +349.8% |
| 10Y | +161.0% | -9.8% | +170.8% | +156.2% |
| All | +89.9% | +793.7% | -703.7% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling