+336.7%
COP vs SHEL
+223.0%
+113.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +0.3% |
| 7D | +4.4% | +0.8% | +3.6% | +3.6% |
| 30D | 0.0% | -3.6% | +3.5% | +3.6% |
| 3M | +15.0% | +12.0% | +3.0% | +3.3% |
| 6M | +22.0% | +19.7% | +2.3% | +2.8% |
| YTD | +55.3% | +39.6% | +15.7% | +12.2% |
| 1Y | +64.1% | +36.4% | +27.7% | +21.4% |
| 3Y | +34.1% | +70.2% | -36.1% | -19.2% |
| 5Y | +133.4% | +169.2% | -35.9% | -9.3% |
| All | +336.7% | +223.0% | +113.7% | +30.8% |
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