+43.3%
SHEL vs CVE
+73.4%
-30.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.6% | +5.4% | +0.9% |
| 7D | -3.2% | -12.1% | +8.9% | +2.1% |
| 30D | +5.5% | -9.8% | +15.3% | +9.9% |
| 3M | +14.4% | -0.7% | +15.1% | +14.1% |
| 6M | +16.2% | -4.3% | +20.5% | +17.0% |
| YTD | +42.4% | +70.6% | -28.2% | +13.8% |
| 1Y | +43.3% | +73.2% | -29.9% | +13.5% |
| All | +43.3% | +73.4% | -30.1% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling