+62.5%
SLB vs CVE
+142.8%
-80.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.9% |
| 7D | -7.1% | -16.1% | +9.0% | +3.1% |
| 30D | +4.1% | -10.4% | +14.5% | +10.7% |
| 3M | -2.6% | -2.4% | -0.3% | -2.5% |
| 6M | -8.6% | -4.4% | -4.1% | -8.3% |
| YTD | +32.2% | +64.9% | -32.7% | -9.4% |
| 1Y | +40.7% | +66.0% | -25.4% | -4.4% |
| 3Y | -4.5% | +57.7% | -62.2% | -35.3% |
| All | +62.5% | +142.8% | -80.3% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling