+3,682.3%
CLS vs SHEL
+192.5%
+3,489.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +20.1% | +3.0% | +17.1% | +18.6% |
| 30D | +6.0% | +7.2% | -1.2% | +2.7% |
| 3M | -10.3% | +12.9% | -23.2% | -15.7% |
| 6M | +24.5% | +13.7% | +10.8% | +16.1% |
| YTD | +12.9% | +33.7% | -20.8% | -3.6% |
| 1Y | +36.7% | +37.9% | -1.2% | +15.0% |
| 3Y | +1,328.1% | +70.2% | +1,257.8% | +982.0% |
| 5Y | +3,682.3% | +192.3% | +3,490.0% | +2,041.1% |
| All | +3,682.3% | +192.5% | +3,489.8% | +2,041.1% |
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