+455.7%
STX vs CVE
+148.3%
+307.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -2.7% | -13.5% | -15.5% |
| 7D | -33.4% | -14.1% | -19.3% | -30.7% |
| 30D | -42.1% | -11.6% | -30.5% | -40.2% |
| 3M | -44.3% | 0.0% | -44.3% | -44.4% |
| 6M | -39.4% | -8.4% | -31.0% | -38.5% |
| YTD | +70.0% | +65.9% | +4.1% | +47.6% |
| 1Y | +70.2% | +69.4% | +0.8% | +46.5% |
| 3Y | +585.2% | +55.9% | +529.2% | +481.9% |
| 5Y | +455.7% | +146.2% | +309.5% | +320.0% |
| All | +455.7% | +148.3% | +307.3% | +320.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling