-40.6%
STRL vs CVE
+68.4%
-109.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.7% | -11.1% | -13.0% |
| 7D | -34.6% | -14.1% | -20.5% | -31.8% |
| 30D | -56.7% | -11.6% | -45.0% | -54.9% |
| 3M | -54.4% | 0.0% | -54.5% | -53.6% |
| 6M | -69.7% | -8.4% | -61.3% | -68.6% |
| YTD | -20.2% | +65.9% | -86.1% | -24.5% |
| 1Y | -40.6% | +69.4% | -110.0% | -45.8% |
| All | -40.6% | +68.4% | -109.0% | -45.8% |
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