+8,355.9%
SHOP vs CVE
+101.8%
+8,254.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.7% | -3.3% | -5.6% |
| 7D | -13.9% | -14.1% | +0.2% | -11.7% |
| 30D | -12.6% | -11.6% | -1.0% | -10.9% |
| 3M | -0.3% | 0.0% | -0.4% | -1.1% |
| 6M | +33.6% | -8.4% | +41.9% | +33.6% |
| YTD | -10.7% | +65.9% | -76.6% | -21.1% |
| 1Y | -11.8% | +69.4% | -81.2% | -22.5% |
| 3Y | +133.9% | +55.9% | +77.9% | +105.6% |
| 5Y | -5.9% | +146.2% | -152.1% | -24.5% |
| 10Y | +3,571.8% | +140.6% | +3,431.1% | +2,704.4% |
| All | +8,355.9% | +101.8% | +8,254.1% | +6,983.4% |
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