-5.6%
SHOP vs CVE
+317.2%
-322.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -5.1% | +2.5% | -7.6% | -5.7% |
| 30D | +0.6% | +16.7% | -16.1% | -3.4% |
| 3M | +25.0% | +9.3% | +15.8% | +21.2% |
| 6M | +11.9% | +43.6% | -31.7% | -1.3% |
| YTD | -9.9% | +93.6% | -103.5% | -28.1% |
| 1Y | 0.0% | +98.8% | -98.8% | -21.3% |
| 3Y | +117.5% | +73.6% | +43.9% | +71.3% |
| All | -5.6% | +317.2% | -322.8% | -42.1% |
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