+5,523.6%
COF vs SHEL
+1,337.5%
+4,186.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | -6.1% | +3.9% | -10.0% | -8.2% |
| 30D | -5.2% | +7.0% | -12.1% | -9.0% |
| 3M | +17.0% | +12.5% | +4.5% | +8.1% |
| 6M | +12.9% | +14.8% | -1.9% | +2.1% |
| YTD | -13.5% | +34.2% | -47.7% | -29.4% |
| 1Y | -5.9% | +37.0% | -42.9% | -24.2% |
| 3Y | +117.1% | +70.9% | +46.2% | +51.5% |
| 5Y | +45.4% | +192.5% | -147.2% | -29.7% |
| 10Y | +244.1% | +208.5% | +35.6% | +53.4% |
| All | +5,523.6% | +1,337.5% | +4,186.1% | +1,143.0% |
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 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