+2,941.1%
SHOP vs CVX
+220.5%
+2,720.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | -13.2% | +0.7% | -13.9% | -13.4% |
| 30D | -17.0% | +9.1% | -26.2% | -19.1% |
| 3M | +17.0% | +13.1% | +3.9% | +12.5% |
| 6M | -2.1% | +16.3% | -18.4% | -7.3% |
| YTD | -21.4% | +43.5% | -64.8% | -30.5% |
| 1Y | -11.0% | +40.2% | -51.1% | -20.9% |
| 3Y | +100.9% | +44.2% | +56.7% | +75.9% |
| 5Y | -14.7% | +170.6% | -185.3% | -38.1% |
| All | +2,941.1% | +220.5% | +2,720.5% | +1,972.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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