+3,781.0%
SHOP vs CVE
+149.3%
+3,631.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.1% |
| 7D | -1.2% | +5.9% | -7.2% | -2.1% |
| 30D | -14.7% | -10.9% | -3.9% | -13.5% |
| 3M | -7.2% | -4.5% | -2.7% | -7.1% |
| 6M | +54.2% | -1.0% | +55.2% | +52.5% |
| YTD | -8.6% | +74.7% | -83.4% | -18.6% |
| 1Y | +0.5% | +65.8% | -65.3% | -9.8% |
| 3Y | +135.9% | +73.2% | +62.8% | +107.3% |
| 5Y | -11.9% | +155.6% | -167.5% | -27.1% |
| All | +3,781.0% | +149.3% | +3,631.7% | +3,050.8% |
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 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