+26.0%
C vs SHEL
+43.6%
-17.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +1.3% |
| 7D | +1.1% | -3.2% | +4.2% | +0.6% |
| 30D | -2.4% | +5.5% | -8.0% | -1.6% |
| 3M | -8.4% | +14.4% | -22.7% | -6.3% |
| 6M | +0.3% | +16.2% | -15.8% | +3.1% |
| YTD | +9.1% | +42.4% | -33.3% | +11.0% |
| 1Y | +26.0% | +43.3% | -17.2% | +27.4% |
| All | +26.0% | +43.6% | -17.6% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 1y: compounded portfolio wealth divided by compounded SHEL 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…
1y analysis · Full analysis span regression · 6 months rolling