+356.1%
SHW vs CVE
+136.1%
+220.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | +3.5% | -16.1% | +19.6% | +4.5% |
| 30D | +9.2% | -10.4% | +19.6% | +9.9% |
| 3M | -5.1% | -2.4% | -2.7% | -5.2% |
| 6M | +6.8% | -4.4% | +11.3% | +6.6% |
| YTD | +7.0% | +64.9% | -58.0% | +1.5% |
| 1Y | +4.1% | +66.0% | -61.9% | -1.3% |
| 3Y | +41.1% | +57.7% | -16.6% | +32.8% |
| 5Y | +12.9% | +144.7% | -131.9% | +0.2% |
| All | +356.1% | +136.1% | +220.0% | +244.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling