+5,760.6%
CRM vs SHEL
+453.9%
+5,306.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | -4.4% | +4.1% | -8.5% | -6.2% |
| 30D | +28.1% | +8.4% | +19.8% | +23.5% |
| 3M | +48.8% | +13.7% | +35.1% | +39.9% |
| 6M | +28.3% | +12.7% | +15.6% | +20.7% |
| YTD | -6.0% | +35.3% | -41.3% | -19.1% |
| 1Y | +1.4% | +39.4% | -37.9% | -14.1% |
| 3Y | +11.8% | +71.5% | -59.6% | -15.3% |
| 5Y | -2.0% | +195.0% | -197.0% | -45.0% |
| 10Y | +239.6% | +211.1% | +28.6% | +60.1% |
| All | +5,760.6% | +453.9% | +5,306.7% | +1,680.5% |
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