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  • CLS vs SHEL✓SelectedUSD · SHELCLS vs SHEL performance historyLatest closeAs of+0.81%09/04
Stock and ETF performance explorer

CLS vs SHEL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,231.7%
SHEL return
+513.0%
Excess return
+2,718.8%
Maximum drawdown
-96.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSHELExcessAlpha
1D+0.8%+0.7%+0.1%+0.5%
7D+4.6%+2.2%+2.3%+3.3%
30D-13.9%+6.8%-20.7%-17.1%
3M-26.6%+8.1%-34.7%-30.1%
6M+15.4%+14.4%+1.0%+6.0%
YTD+5.7%+30.0%-24.3%-9.6%
1Y+41.1%+33.3%+7.8%+19.0%
3Y+1,228.6%+66.4%+1,162.1%+894.7%
5Y+3,240.6%+178.6%+3,062.1%+1,751.8%
10Y+2,760.3%+198.4%+2,561.9%+1,312.5%
All+3,231.7%+513.0%+2,718.8%+917.6%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling