+12.2%
SHW vs CVE
-6.7%
+18.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.2% | -5.2% |
| 7D | +5.7% | -14.1% | +19.8% | -0.8% |
| 30D | +8.7% | -11.6% | +20.3% | +3.3% |
| 3M | -5.4% | 0.0% | -5.4% | -3.7% |
| 6M | +12.2% | -8.4% | +20.6% | +11.9% |
| All | +12.2% | -6.7% | +18.9% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling