+27.1%
SHW vs CVE
+72.1%
-44.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.4% |
| 7D | -3.2% | +2.5% | -5.7% | -3.1% |
| 30D | -9.5% | +16.7% | -26.3% | -8.9% |
| 3M | +11.5% | +9.3% | +2.2% | +12.3% |
| 6M | -3.5% | +43.6% | -47.1% | -4.0% |
| YTD | +3.7% | +93.6% | -89.9% | +1.1% |
| 1Y | -7.9% | +98.8% | -106.7% | -10.5% |
| All | +27.1% | +72.1% | -44.9% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling