-5.7%
COF vs SHEL
+39.6%
-45.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.8% |
| 7D | -5.1% | +4.1% | -9.3% | -4.2% |
| 30D | -6.0% | +8.4% | -14.4% | -4.1% |
| 3M | +14.8% | +13.7% | +1.1% | +18.8% |
| 6M | +15.3% | +12.7% | +2.6% | +18.3% |
| YTD | -13.0% | +35.3% | -48.4% | -12.3% |
| 1Y | -5.7% | +39.4% | -45.1% | -7.2% |
| All | -5.7% | +39.6% | -45.3% | -7.2% |
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