+3,994.3%
CMG vs SHEL
+307.1%
+3,687.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -6.5% | +3.0% | -9.5% | -7.4% |
| 30D | +12.1% | +7.2% | +4.9% | +9.4% |
| 3M | +20.6% | +12.9% | +7.7% | +15.4% |
| 6M | +2.1% | +13.7% | -11.6% | -2.9% |
| YTD | -2.6% | +33.7% | -36.3% | -12.7% |
| 1Y | -8.7% | +37.9% | -46.6% | -19.1% |
| 3Y | -7.4% | +70.2% | -77.6% | -24.8% |
| 5Y | -5.7% | +192.3% | -198.0% | -39.2% |
| 10Y | +322.3% | +207.3% | +115.0% | +141.0% |
| All | +3,994.3% | +307.1% | +3,687.3% | +1,588.6% |
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