+7.1%
CRM vs SHEL
+32.9%
-25.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -1.9% |
| 7D | +1.3% | +2.2% | -1.0% | +1.5% |
| 30D | +34.3% | +6.8% | +27.5% | +35.1% |
| 3M | +37.7% | +8.1% | +29.6% | +37.7% |
| 6M | +34.9% | +14.4% | +20.5% | +36.7% |
| YTD | -1.6% | +30.0% | -31.6% | +4.0% |
| 1Y | +7.1% | +33.3% | -26.2% | +14.5% |
| All | +7.1% | +32.9% | -25.7% | +14.5% |
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 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