-11.0%
SHOP vs CVX
+42.6%
-53.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.4% |
| 7D | -13.2% | +0.7% | -13.9% | -12.8% |
| 30D | -17.0% | +9.1% | -26.2% | -12.6% |
| 3M | +17.0% | +13.1% | +3.9% | +26.0% |
| 6M | -2.1% | +16.3% | -18.4% | +6.5% |
| YTD | -21.4% | +43.5% | -64.8% | -11.1% |
| 1Y | -11.0% | +40.2% | -51.1% | -4.2% |
| All | -11.0% | +42.6% | -53.6% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling