-47.6%
STRL vs CVE
-1.2%
-46.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -7.6% | -13.8% | -17.1% |
| 7D | -27.1% | -12.1% | -15.0% | -22.5% |
| 30D | -45.8% | -9.8% | -36.0% | -42.2% |
| 3M | -47.6% | -0.7% | -46.9% | -47.7% |
| All | -47.6% | -1.2% | -46.4% | -47.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling