+14.8%
SLB vs CVE
+67.4%
-52.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.6% | +6.6% | +3.1% |
| 7D | -4.1% | -12.1% | +8.0% | +2.7% |
| 30D | +2.5% | -9.8% | +12.3% | +8.1% |
| 3M | +2.0% | -0.7% | +2.7% | +1.4% |
| 6M | -6.3% | -4.3% | -2.0% | -5.9% |
| YTD | +36.5% | +70.6% | -34.0% | -2.3% |
| 1Y | +46.2% | +73.2% | -26.9% | +3.5% |
| 3Y | -2.1% | +60.3% | -62.4% | -29.2% |
| 5Y | +73.7% | +159.3% | -85.6% | -4.4% |
| 10Y | -12.3% | +147.4% | -159.7% | -61.8% |
| All | +14.8% | +67.4% | -52.5% | -42.0% |
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