+1,312.5%
CLS vs SHEL
+70.3%
+1,242.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.5% | +3.1% | +4.5% |
| 7D | +12.8% | +1.9% | +10.8% | +11.9% |
| 30D | +3.8% | +8.7% | -4.8% | -0.1% |
| 3M | -14.6% | +11.0% | -25.6% | -19.2% |
| 6M | +32.2% | +14.6% | +17.7% | +21.9% |
| YTD | +11.6% | +33.3% | -21.7% | -7.4% |
| 1Y | +35.1% | +37.9% | -2.8% | +9.4% |
| 3Y | +1,312.5% | +69.7% | +1,242.8% | +885.0% |
| All | +1,312.5% | +70.3% | +1,242.3% | +885.0% |
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 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