+1,967.3%
SHW vs CVE
+62.8%
+1,904.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.2% | -3.7% |
| 7D | +5.7% | -14.1% | +19.8% | +7.1% |
| 30D | +8.7% | -11.6% | +20.3% | +9.8% |
| 3M | -5.4% | 0.0% | -5.4% | -5.7% |
| 6M | +12.2% | -8.4% | +20.6% | +12.4% |
| YTD | +8.5% | +65.9% | -57.4% | +1.2% |
| 1Y | +4.9% | +69.4% | -64.5% | -2.4% |
| 3Y | +42.8% | +55.9% | -13.1% | +32.2% |
| 5Y | +14.5% | +146.2% | -131.7% | -2.2% |
| 10Y | +373.0% | +140.6% | +232.4% | +258.5% |
| All | +1,967.3% | +62.8% | +1,904.6% | +1,501.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling