+227.8%
STRL vs CVE
+54.6%
+173.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.7% | -11.1% | -12.9% |
| 7D | -34.6% | -14.1% | -20.5% | -30.7% |
| 30D | -56.7% | -11.6% | -45.0% | -54.5% |
| 3M | -54.4% | 0.0% | -54.5% | -54.2% |
| 6M | -69.7% | -8.4% | -61.3% | -68.7% |
| YTD | -20.2% | +65.9% | -86.1% | -34.2% |
| 1Y | -40.6% | +69.4% | -110.0% | -51.6% |
| All | +227.8% | +54.6% | +173.2% | +185.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling