-3.3%
SLB vs CVE
+159.5%
-162.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.9% |
| 7D | +0.8% | +2.5% | -1.7% | -0.7% |
| 30D | +15.8% | +16.7% | -0.9% | +5.9% |
| 3M | -0.3% | +9.3% | -9.6% | -6.2% |
| 6M | +21.3% | +43.6% | -22.3% | -3.3% |
| YTD | +52.3% | +93.6% | -41.3% | +1.6% |
| 1Y | +63.6% | +98.8% | -35.1% | +6.9% |
| 3Y | +3.8% | +73.6% | -69.8% | -28.3% |
| 5Y | +128.6% | +312.5% | -183.8% | -2.5% |
| All | -3.3% | +159.5% | -162.8% | -63.1% |
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