+7.0%
SHW vs CVE
+73.4%
-66.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -7.6% | +14.3% | +4.3% |
| 7D | +13.3% | -12.1% | +25.4% | +9.4% |
| 30D | +14.1% | -9.8% | +23.9% | +11.1% |
| 3M | +0.8% | -0.7% | +1.5% | +1.1% |
| 6M | +17.6% | -4.3% | +22.0% | +18.5% |
| YTD | +13.0% | +70.6% | -57.6% | +9.7% |
| 1Y | +7.0% | +73.2% | -66.2% | +4.0% |
| All | +7.0% | +73.4% | -66.4% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling