+338.5%
SHW vs CVE
+147.6%
+190.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | +0.7% | +4.6% | -4.0% | +0.4% |
| 30D | +8.4% | -12.0% | +20.4% | +9.2% |
| 3M | -2.2% | -3.8% | +1.6% | -2.2% |
| 6M | +13.3% | -2.7% | +16.1% | +13.0% |
| YTD | +9.2% | +73.6% | -64.4% | +3.4% |
| 1Y | +2.9% | +62.0% | -59.1% | -2.1% |
| 3Y | +41.1% | +72.7% | -31.6% | +32.0% |
| 5Y | +11.0% | +153.9% | -143.0% | -1.6% |
| All | +338.5% | +147.6% | +190.9% | +229.1% |
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