+1,184.4%
STX vs CVE
+72.1%
+1,112.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.7% | +6.7% |
| 7D | +2.4% | +2.5% | -0.1% | +1.7% |
| 30D | +1.4% | +16.7% | -15.3% | -2.6% |
| 3M | -8.2% | +9.3% | -17.5% | -10.3% |
| 6M | +127.0% | +43.6% | +83.4% | +106.3% |
| YTD | +209.1% | +93.6% | +115.6% | +159.9% |
| 1Y | +365.4% | +98.8% | +266.7% | +285.6% |
| All | +1,184.4% | +72.1% | +1,112.3% | +891.4% |
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