-35.0%
STRL vs CVE
+67.8%
-102.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.6% |
| 7D | -26.9% | -16.1% | -10.8% | -23.3% |
| 30D | -52.7% | -10.4% | -42.3% | -50.8% |
| 3M | -52.8% | -2.4% | -50.5% | -51.8% |
| 6M | -71.5% | -4.4% | -67.0% | -70.5% |
| YTD | -17.4% | +64.9% | -82.4% | -22.5% |
| 1Y | -35.0% | +66.0% | -101.0% | -40.7% |
| All | -35.0% | +67.8% | -102.8% | -40.7% |
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