+1,333.1%
STRL vs CVE
+62.8%
+1,270.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.7% | -11.1% | -13.1% |
| 7D | -34.6% | -14.1% | -20.5% | -31.3% |
| 30D | -56.7% | -11.6% | -45.0% | -54.9% |
| 3M | -54.4% | 0.0% | -54.5% | -54.3% |
| 6M | -69.7% | -8.4% | -61.3% | -69.0% |
| YTD | -20.2% | +65.9% | -86.1% | -31.7% |
| 1Y | -40.6% | +69.4% | -110.0% | -49.6% |
| 3Y | +221.7% | +55.9% | +165.7% | +174.3% |
| 5Y | +799.0% | +146.2% | +652.8% | +542.5% |
| 10Y | +3,451.5% | +140.6% | +3,310.8% | +2,016.1% |
| All | +1,333.1% | +62.8% | +1,270.3% | +830.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling