+356.5%
SHW vs CVE
+136.7%
+219.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +4.0% |
| 7D | +1.6% | -10.1% | +11.6% | +2.2% |
| 30D | +12.1% | -12.1% | +24.2% | +12.9% |
| 3M | -3.0% | -1.9% | -1.1% | -3.1% |
| 6M | +13.5% | -1.8% | +15.4% | +13.0% |
| YTD | +11.2% | +65.8% | -54.5% | +5.6% |
| 1Y | +6.2% | +60.8% | -54.6% | +1.0% |
| 3Y | +45.6% | +70.1% | -24.5% | +36.3% |
| 5Y | +15.6% | +134.8% | -119.2% | +3.1% |
| 10Y | +356.5% | +130.1% | +226.4% | +241.8% |
| All | +356.5% | +136.7% | +219.8% | +241.8% |
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