+773.9%
CLS vs SHEL
+66.9%
+707.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +1.1% |
| 7D | -13.9% | -6.7% | -7.2% | -11.3% |
| 30D | -38.2% | -2.9% | -35.3% | -37.6% |
| 3M | -28.8% | +9.1% | -37.9% | -32.0% |
| 6M | -40.4% | +17.9% | -58.3% | -45.7% |
| YTD | -24.3% | +36.0% | -60.3% | -38.5% |
| 1Y | -35.0% | +31.8% | -66.8% | -46.0% |
| All | +773.9% | +66.9% | +707.0% | +511.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling