+322.0%
CMG vs SHEL
+214.0%
+108.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | -2.1% | +4.1% | -6.2% | -3.1% |
| 30D | +10.9% | +8.4% | +2.5% | +8.5% |
| 3M | +15.8% | +13.7% | +2.1% | +11.8% |
| 6M | +6.9% | +12.7% | -5.8% | +3.1% |
| YTD | -2.2% | +35.3% | -37.5% | -10.5% |
| 1Y | -7.1% | +39.4% | -46.4% | -15.8% |
| 3Y | -7.1% | +71.5% | -78.6% | -21.2% |
| 5Y | -4.8% | +195.0% | -199.8% | -33.0% |
| All | +322.0% | +214.0% | +108.0% | +162.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling