+2,288.2%
CLS vs SHEL
+541.5%
+1,746.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +1.3% |
| 7D | -13.9% | -6.7% | -7.2% | -10.6% |
| 30D | -38.2% | -2.9% | -35.3% | -37.4% |
| 3M | -28.8% | +9.1% | -37.9% | -32.4% |
| 6M | -40.4% | +17.9% | -58.3% | -46.0% |
| YTD | -24.3% | +36.0% | -60.3% | -37.0% |
| 1Y | -35.0% | +31.8% | -66.8% | -45.0% |
| 3Y | +778.7% | +66.9% | +711.8% | +555.7% |
| 5Y | +1,884.8% | +160.6% | +1,724.3% | +1,040.4% |
| 10Y | +1,761.1% | +197.5% | +1,563.6% | +818.8% |
| All | +2,288.2% | +541.5% | +1,746.7% | +609.6% |
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