+62.8%
CVE vs STZ
+915.9%
-853.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -14.1% | +11.8% | -25.9% | -17.6% |
| 30D | -11.6% | +26.0% | -37.6% | -18.9% |
| 3M | 0.0% | +11.5% | -11.5% | -4.6% |
| 6M | -8.4% | -2.0% | -6.4% | -9.0% |
| YTD | +65.9% | +7.9% | +58.0% | +57.3% |
| 1Y | +69.4% | +13.9% | +55.5% | +57.0% |
| 3Y | +55.9% | -35.8% | +91.8% | +74.8% |
| 5Y | +146.2% | -28.4% | +174.6% | +160.3% |
| 10Y | +140.6% | +7.1% | +133.6% | +121.5% |
| All | +62.8% | +915.9% | -853.1% | -42.7% |
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