-3.6%
COST vs SHEL
+32.9%
-36.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | -3.1% | +2.2% | -5.4% | -3.2% |
| 30D | -2.8% | +6.8% | -9.6% | -2.9% |
| 3M | -5.7% | +8.1% | -13.8% | -6.1% |
| 6M | -8.8% | +14.4% | -23.2% | -8.8% |
| YTD | +6.7% | +30.0% | -23.3% | +8.0% |
| 1Y | -3.6% | +33.3% | -37.0% | -1.9% |
| All | -3.6% | +32.9% | -36.5% | -1.9% |
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