+10.9%
CMG vs SHEL
+43.6%
-32.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.2% | +8.1% | +5.9% |
| 7D | +22.5% | -3.2% | +25.7% | +22.5% |
| 30D | +14.1% | +5.5% | +8.6% | +13.7% |
| 3M | +4.1% | +14.4% | -10.3% | +3.6% |
| 6M | +10.1% | +16.2% | -6.1% | +9.9% |
| YTD | -4.9% | +42.4% | -47.3% | -8.0% |
| 1Y | +10.9% | +43.3% | -32.4% | +6.8% |
| All | +10.9% | +43.6% | -32.7% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling