+3,557.0%
SHOP vs CVE
+132.7%
+3,424.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.6% |
| 7D | +2.8% | -10.0% | +12.8% | +4.3% |
| 30D | -14.2% | -11.9% | -2.3% | -12.8% |
| 3M | -5.5% | -5.9% | +0.4% | -5.2% |
| 6M | +32.8% | -1.6% | +34.3% | +31.3% |
| YTD | -8.9% | +66.3% | -75.2% | -18.3% |
| 1Y | -7.7% | +57.5% | -65.2% | -16.5% |
| 3Y | +139.0% | +65.4% | +73.6% | +111.5% |
| 5Y | -0.5% | +144.2% | -144.7% | -17.1% |
| 10Y | +3,557.0% | +135.5% | +3,421.5% | +2,874.9% |
| All | +3,557.0% | +132.7% | +3,424.3% | +2,874.9% |
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