+579.5%
CEG vs SHEL
+127.6%
+451.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | +11.8% | -3.9% | +15.7% | +13.7% |
| 30D | -6.5% | -3.7% | -2.8% | -5.1% |
| 3M | -1.2% | +9.1% | -10.2% | -5.0% |
| 6M | -8.0% | +16.7% | -24.7% | -14.7% |
| YTD | -21.9% | +36.8% | -58.7% | -33.3% |
| 1Y | -21.4% | +31.8% | -53.2% | -31.8% |
| 3Y | +130.0% | +67.9% | +62.1% | +77.6% |
| All | +579.5% | +127.6% | +451.9% | +387.6% |
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