+3,608.8%
SHOP vs CVE
+136.1%
+3,472.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.7% |
| 7D | -5.4% | -16.1% | +10.7% | -3.1% |
| 30D | -10.3% | -10.4% | +0.1% | -9.1% |
| 3M | +1.0% | -2.4% | +3.4% | +0.7% |
| 6M | +41.2% | -4.4% | +45.7% | +40.3% |
| YTD | -7.5% | +64.9% | -72.4% | -16.9% |
| 1Y | -4.6% | +66.0% | -70.6% | -14.5% |
| 3Y | +146.4% | +57.7% | +88.8% | +119.5% |
| 5Y | -2.5% | +144.7% | -147.3% | -18.7% |
| All | +3,608.8% | +136.1% | +3,472.7% | +2,904.4% |
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 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