-25.9%
STRL vs CVE
+73.4%
-99.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -7.6% | -13.8% | -19.4% |
| 7D | -27.1% | -12.1% | -15.0% | -24.6% |
| 30D | -45.8% | -9.8% | -36.0% | -44.1% |
| 3M | -47.6% | -0.7% | -46.9% | -46.9% |
| 6M | -46.4% | -4.3% | -42.1% | -45.2% |
| YTD | -7.4% | +70.6% | -78.0% | -12.1% |
| 1Y | -25.9% | +73.2% | -99.0% | -31.3% |
| All | -25.9% | +73.4% | -99.2% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling