-17.6%
SLB vs CVE
+137.5%
-155.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -2.2% |
| 7D | -7.7% | -14.1% | +6.3% | +0.1% |
| 30D | -0.7% | -11.6% | +10.9% | +5.9% |
| 3M | 0.0% | 0.0% | -0.1% | -1.1% |
| 6M | -10.4% | -8.4% | -2.0% | -7.8% |
| YTD | +31.5% | +65.9% | -34.4% | -5.2% |
| 1Y | +39.1% | +69.4% | -30.3% | -1.0% |
| 3Y | -5.7% | +55.9% | -61.6% | -31.4% |
| 5Y | +65.4% | +146.2% | -80.7% | -7.4% |
| All | -17.6% | +137.5% | -155.1% | -66.8% |
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