+2,022.6%
STRL vs CVE
+317.2%
+1,705.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.3% | +7.1% | +6.1% |
| 7D | +3.4% | +2.5% | +0.9% | +2.6% |
| 30D | -9.2% | +16.7% | -26.0% | -13.3% |
| 3M | -51.0% | +9.3% | -60.3% | -52.3% |
| 6M | +15.8% | +43.6% | -27.8% | +3.1% |
| YTD | +58.9% | +93.6% | -34.7% | +29.1% |
| 1Y | +68.5% | +98.8% | -30.2% | +35.3% |
| 3Y | +485.2% | +73.6% | +411.6% | +374.5% |
| All | +2,022.6% | +317.2% | +1,705.3% | +1,059.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling