+242.0%
COF vs SHEL
+214.0%
+28.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.1% |
| 7D | -5.1% | +4.1% | -9.3% | -7.3% |
| 30D | -6.0% | +8.4% | -14.4% | -10.4% |
| 3M | +14.8% | +13.7% | +1.1% | +5.7% |
| 6M | +15.3% | +12.7% | +2.6% | +5.7% |
| YTD | -13.0% | +35.3% | -48.4% | -29.3% |
| 1Y | -5.7% | +39.4% | -45.1% | -24.8% |
| 3Y | +118.1% | +71.5% | +46.7% | +51.2% |
| 5Y | +46.2% | +195.0% | -148.8% | -32.0% |
| All | +242.0% | +214.0% | +28.0% | +57.1% |
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