+1,883.6%
STX vs CVE
+136.1%
+1,747.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -28.5% | -16.1% | -12.4% | -25.9% |
| 30D | -42.9% | -10.4% | -32.5% | -41.7% |
| 3M | -45.9% | -2.4% | -43.5% | -45.8% |
| 6M | -41.3% | -4.4% | -36.9% | -41.0% |
| YTD | +67.9% | +64.9% | +3.0% | +51.4% |
| 1Y | +66.5% | +66.0% | +0.5% | +49.6% |
| 3Y | +588.0% | +57.7% | +530.3% | +513.3% |
| 5Y | +449.1% | +144.7% | +304.3% | +344.0% |
| All | +1,883.6% | +136.1% | +1,747.5% | +1,336.1% |
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 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