+3,231.7%
CLS vs SHEL
+513.0%
+2,718.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 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