+163.3%
SHEL vs CVE
+150.7%
+12.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | -0.6% |
| 7D | -3.9% | +0.1% | -4.0% | -4.0% |
| 30D | -3.7% | -10.8% | +7.2% | +1.0% |
| 3M | +9.1% | -4.3% | +13.4% | +10.7% |
| 6M | +16.7% | -1.5% | +18.2% | +16.3% |
| YTD | +36.8% | +70.7% | -33.9% | +6.1% |
| 1Y | +31.8% | +58.1% | -26.3% | +5.6% |
| 3Y | +67.9% | +69.8% | -2.0% | +25.9% |
| 5Y | +163.3% | +148.9% | +14.4% | +57.8% |
| All | +163.3% | +150.7% | +12.6% | +57.8% |
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