+3,781.0%
SHOP vs CVX
+215.8%
+3,565.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | -1.2% | +3.4% | -4.6% | -2.1% |
| 30D | -14.7% | -1.0% | -13.8% | -14.7% |
| 3M | -7.2% | +12.2% | -19.4% | -10.4% |
| 6M | +54.2% | +20.3% | +33.8% | +45.1% |
| YTD | -8.6% | +48.3% | -56.9% | -20.2% |
| 1Y | +0.5% | +46.9% | -46.4% | -12.0% |
| 3Y | +135.9% | +73.1% | +62.8% | +96.1% |
| 5Y | -11.9% | +135.2% | -147.1% | -33.7% |
| All | +3,781.0% | +215.8% | +3,565.2% | +2,592.2% |
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