+2,071.0%
STX vs CVE
+136.7%
+1,934.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.5% | +9.3% | +9.7% |
| 7D | -14.8% | -10.1% | -4.7% | -12.8% |
| 30D | -35.4% | -12.1% | -23.3% | -33.7% |
| 3M | -37.7% | -1.9% | -35.8% | -37.6% |
| 6M | -35.2% | -1.8% | -33.4% | -35.3% |
| YTD | +84.4% | +65.8% | +18.6% | +66.0% |
| 1Y | +82.3% | +60.8% | +21.4% | +64.8% |
| 3Y | +646.2% | +70.1% | +576.1% | +556.3% |
| 5Y | +487.4% | +134.8% | +352.7% | +378.4% |
| 10Y | +2,071.0% | +130.1% | +1,940.9% | +1,473.7% |
| All | +2,071.0% | +136.7% | +1,934.4% | +1,473.7% |
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 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