+2,029.3%
CLS vs SHEL
+218.8%
+1,810.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.2% |
| 7D | +23.5% | -1.6% | +25.1% | +24.5% |
| 30D | -28.9% | -4.3% | -24.6% | -27.5% |
| 3M | -25.2% | +10.4% | -35.6% | -29.1% |
| 6M | -32.1% | +17.5% | -49.6% | -38.2% |
| YTD | -14.1% | +37.8% | -51.9% | -28.6% |
| 1Y | -24.1% | +33.8% | -57.9% | -35.9% |
| 3Y | +897.0% | +69.1% | +827.9% | +643.3% |
| 5Y | +2,089.9% | +165.7% | +1,924.2% | +1,158.6% |
| All | +2,029.3% | +218.8% | +1,810.5% | +946.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling