-24.4%
STRL vs CVE
+59.0%
-83.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.5% | +14.5% | +14.8% |
| 7D | -13.3% | -10.1% | -3.3% | -10.0% |
| 30D | -43.3% | -12.1% | -31.2% | -40.9% |
| 3M | -46.9% | -1.9% | -45.0% | -45.7% |
| 6M | -65.6% | -1.8% | -63.7% | -64.5% |
| YTD | -5.1% | +65.8% | -70.9% | -12.2% |
| All | -24.4% | +59.0% | -83.4% | -29.3% |
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