+4,492.0%
COP vs SHEL
+2,460.3%
+2,031.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.7% | -1.4% |
| 7D | +3.0% | +2.2% | +0.8% | +1.9% |
| 30D | +17.5% | +6.8% | +10.6% | +13.7% |
| 3M | +13.4% | +8.1% | +5.2% | +9.2% |
| 6M | +17.7% | +14.4% | +3.3% | +10.3% |
| YTD | +46.6% | +30.0% | +16.6% | +28.6% |
| 1Y | +44.6% | +33.3% | +11.3% | +25.5% |
| 3Y | +20.7% | +66.4% | -45.8% | -5.0% |
| 5Y | +185.0% | +178.6% | +6.5% | +78.4% |
| 10Y | +347.0% | +198.4% | +148.6% | +185.9% |
| All | +4,492.0% | +2,460.3% | +2,031.7% | +2,316.5% |
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