+204.1%
SHEL vs CVE
+136.7%
+67.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -5.8% | -10.1% | +4.3% | -1.8% |
| 30D | -1.3% | -12.1% | +10.8% | +3.7% |
| 3M | +12.7% | -1.9% | +14.6% | +13.1% |
| 6M | +19.9% | -1.8% | +21.7% | +19.8% |
| YTD | +38.3% | +65.8% | -27.5% | +11.4% |
| 1Y | +35.7% | +60.8% | -25.2% | +10.4% |
| 3Y | +71.7% | +70.1% | +1.6% | +32.9% |
| 5Y | +158.4% | +134.8% | +23.7% | +70.3% |
| 10Y | +204.1% | +130.1% | +74.0% | +46.5% |
| All | +204.1% | +136.7% | +67.4% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling