+41.5%
SHW vs CVE
+74.2%
-32.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | +1.7% | +5.9% | -4.3% | +2.1% |
| 30D | +7.8% | -10.9% | +18.7% | +7.1% |
| 3M | -3.0% | -4.5% | +1.5% | -3.3% |
| 6M | +14.8% | -1.0% | +15.7% | +15.0% |
| YTD | +8.8% | +74.7% | -66.0% | +4.9% |
| 1Y | +4.2% | +65.8% | -61.6% | +0.9% |
| 3Y | +41.5% | +73.2% | -31.7% | +30.9% |
| All | +41.5% | +74.2% | -32.7% | +30.9% |
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