-10.0%
CRM vs SHEL
+43.6%
-53.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.5% | +2.0% |
| 7D | -6.2% | -3.2% | -3.0% | -6.4% |
| 30D | -1.2% | +5.5% | -6.7% | -0.8% |
| 3M | +19.1% | +14.4% | +4.7% | +20.5% |
| 6M | +23.0% | +16.2% | +6.8% | +23.1% |
| YTD | -13.7% | +42.4% | -56.1% | -8.2% |
| 1Y | -10.0% | +43.3% | -53.3% | -6.3% |
| All | -10.0% | +43.6% | -53.6% | -6.3% |
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 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