+242.3%
SHEL vs CVE
+89.9%
+152.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.2% |
| 7D | +2.2% | +2.5% | -0.3% | +1.2% |
| 30D | +6.8% | +16.7% | -9.9% | +0.1% |
| 3M | +8.1% | +9.3% | -1.2% | +3.8% |
| 6M | +14.4% | +43.6% | -29.2% | -2.3% |
| YTD | +30.0% | +93.6% | -63.6% | -2.1% |
| 1Y | +33.3% | +98.8% | -65.4% | -1.0% |
| 3Y | +66.4% | +73.6% | -7.2% | +27.0% |
| 5Y | +178.6% | +312.5% | -133.9% | +43.4% |
| 10Y | +198.4% | +161.0% | +37.4% | +42.6% |
| All | +242.3% | +89.9% | +152.4% | +69.4% |
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