-10.0%
CEG vs SHEL
+39.6%
-49.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.5% |
| 7D | -4.8% | +4.1% | -8.9% | -5.1% |
| 30D | +2.3% | +8.4% | -6.0% | +1.5% |
| 3M | +15.6% | +13.7% | +1.9% | +14.3% |
| 6M | -5.0% | +12.7% | -17.7% | -6.1% |
| YTD | -19.0% | +35.3% | -54.3% | -24.2% |
| 1Y | -10.0% | +39.4% | -49.3% | -14.0% |
| All | -10.0% | +39.6% | -49.5% | -14.0% |
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