+1,972.8%
STX vs CVE
+149.3%
+1,823.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.7% | -3.2% |
| 7D | +14.6% | +5.9% | +8.7% | +13.4% |
| 30D | -26.0% | -10.9% | -15.1% | -24.2% |
| 3M | -42.6% | -4.5% | -38.1% | -42.2% |
| 6M | -35.3% | -1.0% | -34.3% | -35.4% |
| YTD | +92.5% | +74.7% | +17.7% | +71.5% |
| 1Y | +102.4% | +65.8% | +36.6% | +81.8% |
| 3Y | +673.8% | +73.2% | +600.6% | +577.9% |
| 5Y | +463.1% | +155.6% | +307.5% | +351.2% |
| All | +1,972.8% | +149.3% | +1,823.6% | +1,390.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling