+596.1%
STM vs CVE
+62.8%
+533.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.7% |
| 6M | -29.9% | -8.4% | -21.5% | -29.1% |
| YTD | +54.9% | +65.9% | -11.0% | +28.7% |
| 1Y | +68.0% | +69.4% | -1.4% | +38.3% |
| 3Y | -0.1% | +55.9% | -56.1% | -17.4% |
| 5Y | -17.9% | +146.2% | -164.1% | -44.5% |
| 10Y | +392.2% | +140.6% | +251.6% | +166.9% |
| All | +596.1% | +62.8% | +533.3% | +354.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling