+606.1%
COST vs SHEL
+214.0%
+392.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.2% |
| 7D | -1.2% | +4.1% | -5.3% | -1.7% |
| 30D | -4.7% | +8.4% | -13.1% | -5.6% |
| 3M | -7.1% | +13.7% | -20.8% | -8.6% |
| 6M | -8.5% | +12.7% | -21.2% | -9.9% |
| YTD | +5.4% | +35.3% | -29.9% | +1.5% |
| 1Y | -5.6% | +39.4% | -45.0% | -9.5% |
| 3Y | +68.5% | +71.5% | -3.0% | +56.8% |
| 5Y | +105.2% | +195.0% | -89.8% | +77.3% |
| All | +606.1% | +214.0% | +392.1% | +559.3% |
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