+67.4%
CVE vs STZ
+922.4%
-855.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +5.3% | -13.0% | -9.5% |
| 7D | -12.1% | +13.0% | -25.1% | -16.0% |
| 30D | -9.8% | +29.4% | -39.2% | -18.0% |
| 3M | -0.7% | +11.6% | -12.3% | -5.3% |
| 6M | -4.3% | -0.2% | -4.1% | -5.6% |
| YTD | +70.6% | +8.6% | +62.0% | +61.4% |
| 1Y | +73.2% | +15.9% | +57.2% | +59.5% |
| 3Y | +60.3% | -35.4% | +95.8% | +79.4% |
| 5Y | +159.3% | -26.9% | +186.2% | +171.9% |
| 10Y | +147.4% | +7.8% | +139.7% | +127.2% |
| All | +67.4% | +922.4% | -855.1% | -41.2% |
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 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