+338.5%
COP vs SHEL
+214.0%
+124.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.6% |
| 7D | +2.3% | +4.1% | -1.8% | -1.6% |
| 30D | +8.6% | +8.4% | +0.2% | +0.5% |
| 3M | +19.9% | +13.7% | +6.1% | +6.0% |
| 6M | +19.0% | +12.7% | +6.3% | +6.1% |
| YTD | +50.0% | +35.3% | +14.7% | +11.5% |
| 1Y | +50.5% | +39.4% | +11.2% | +8.9% |
| 3Y | +25.2% | +71.5% | -46.2% | -25.2% |
| 5Y | +194.3% | +195.0% | -0.7% | +4.0% |
| All | +338.5% | +214.0% | +124.5% | +44.1% |
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