+189.0%
CDE vs SHEL
+191.1%
-2.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | +0.6% |
| 7D | -3.1% | +4.1% | -7.2% | -5.7% |
| 30D | +9.5% | +8.4% | +1.1% | +3.7% |
| 3M | +25.5% | +13.7% | +11.8% | +13.8% |
| 6M | -7.9% | +12.7% | -20.6% | -16.8% |
| YTD | +15.6% | +35.3% | -19.8% | -9.1% |
| 1Y | +34.0% | +39.4% | -5.3% | +3.0% |
| 3Y | +791.9% | +71.5% | +720.5% | +486.8% |
| All | +189.0% | +191.1% | -2.1% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling