+6,180.8%
STX vs CVE
+67.4%
+6,113.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -7.6% | -0.5% | -6.2% |
| 7D | -20.2% | -12.1% | -8.1% | -17.5% |
| 30D | -37.2% | -9.8% | -27.4% | -35.6% |
| 3M | -34.1% | -0.7% | -33.3% | -34.2% |
| 6M | -24.5% | -4.3% | -20.1% | -24.2% |
| YTD | +102.9% | +70.6% | +32.3% | +75.3% |
| 1Y | +123.8% | +73.2% | +50.6% | +92.0% |
| 3Y | +718.1% | +60.3% | +657.8% | +600.7% |
| 5Y | +573.6% | +159.3% | +414.3% | +393.5% |
| 10Y | +2,416.9% | +147.4% | +2,269.5% | +1,504.6% |
| All | +6,180.8% | +67.4% | +6,113.4% | +4,119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling