-89.8%
CDE vs SHEL
+2,543.2%
-2,633.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.3% |
| 7D | -6.1% | +3.9% | -10.0% | -7.4% |
| 30D | +9.5% | +7.0% | +2.5% | +6.7% |
| 3M | +32.0% | +12.5% | +19.5% | +25.5% |
| 6M | -12.8% | +14.8% | -27.6% | -18.1% |
| YTD | +14.2% | +34.2% | -20.0% | +1.3% |
| 1Y | +36.3% | +37.0% | -0.7% | +19.9% |
| 3Y | +821.4% | +70.9% | +750.5% | +652.8% |
| 5Y | +194.3% | +192.5% | +1.7% | +99.4% |
| 10Y | +53.2% | +208.5% | -155.2% | -0.5% |
| All | -89.8% | +2,543.2% | -2,633.0% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling