+8,434.7%
SHOP vs CVX
+219.8%
+8,214.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.2% |
| 7D | -5.1% | +3.3% | -8.4% | -6.1% |
| 30D | +0.6% | +12.9% | -12.3% | -3.0% |
| 3M | +25.0% | +11.7% | +13.3% | +20.2% |
| 6M | +11.9% | +14.1% | -2.2% | +6.1% |
| YTD | -9.9% | +40.7% | -50.6% | -20.6% |
| 1Y | 0.0% | +37.5% | -37.5% | -11.5% |
| 3Y | +117.5% | +43.9% | +73.6% | +88.7% |
| 5Y | -6.6% | +161.5% | -168.1% | -33.8% |
| 10Y | +3,320.3% | +215.1% | +3,105.2% | +1,992.8% |
| All | +8,434.7% | +219.8% | +8,214.9% | +5,567.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling