-5.1%
SLB vs CVE
+54.6%
-59.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -2.3% |
| 7D | -7.7% | -14.1% | +6.3% | -0.7% |
| 30D | -0.7% | -11.6% | +10.9% | +5.2% |
| 3M | 0.0% | 0.0% | -0.1% | -1.2% |
| 6M | -10.4% | -8.4% | -2.0% | -8.1% |
| YTD | +31.5% | +65.9% | -34.4% | -6.2% |
| 1Y | +39.1% | +69.4% | -30.3% | -2.3% |
| All | -5.1% | +54.6% | -59.7% | -33.2% |
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