+62.2%
COP vs SHEL
+33.9%
+28.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.9% |
| 7D | +3.4% | -1.6% | +5.0% | +4.8% |
| 30D | -0.6% | -4.3% | +3.7% | +3.6% |
| 3M | +10.8% | +10.4% | +0.4% | +2.3% |
| 6M | +19.6% | +17.5% | +2.1% | +4.8% |
| YTD | +52.9% | +37.8% | +15.1% | +20.3% |
| 1Y | +62.2% | +33.8% | +28.4% | +30.9% |
| All | +62.2% | +33.9% | +28.3% | +30.9% |
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