-31.9%
CEG vs SHEL
+43.6%
-75.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.2% | -4.5% | -6.5% |
| 7D | -4.8% | -3.2% | -1.6% | -4.5% |
| 30D | -8.2% | +5.5% | -13.7% | -8.4% |
| 3M | -7.9% | +14.4% | -22.3% | -8.6% |
| 6M | -23.2% | +16.2% | -39.4% | -23.5% |
| YTD | -30.1% | +42.4% | -72.6% | -34.4% |
| 1Y | -31.9% | +43.3% | -75.2% | -34.7% |
| All | -31.9% | +43.6% | -75.5% | -34.7% |
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