-5.1%
COF vs SHEL
+43.6%
-48.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.8% |
| 7D | +0.7% | -3.2% | +3.9% | -0.3% |
| 30D | +5.7% | +5.5% | +0.2% | +7.6% |
| 3M | -6.7% | +14.4% | -21.1% | -2.2% |
| 6M | +9.5% | +16.2% | -6.7% | +16.2% |
| YTD | -13.9% | +42.4% | -56.3% | -6.2% |
| 1Y | -5.1% | +43.3% | -48.3% | +3.4% |
| All | -5.1% | +43.6% | -48.7% | +3.4% |
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