+0.4%
STM vs CVE
+54.6%
-54.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.7% | -9.6% | -11.5% |
| 7D | -20.1% | -14.1% | -6.0% | -16.2% |
| 30D | -32.0% | -11.6% | -20.3% | -29.5% |
| 3M | -24.2% | 0.0% | -24.2% | -25.1% |
| 6M | -29.9% | -8.4% | -21.5% | -29.1% |
| YTD | +54.9% | +65.9% | -11.0% | +21.7% |
| 1Y | +68.0% | +69.4% | -1.4% | +30.2% |
| All | +0.4% | +54.6% | -54.2% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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