+588.0%
STX vs CVE
+53.7%
+534.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -28.5% | -16.1% | -12.4% | -25.0% |
| 30D | -42.9% | -10.4% | -32.5% | -41.2% |
| 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% | +45.2% |
| 1Y | +66.5% | +66.0% | +0.5% | +43.1% |
| 3Y | +588.0% | +57.7% | +530.3% | +457.6% |
| All | +588.0% | +53.7% | +534.2% | +457.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling