+1,325.8%
CRWD vs SHEL
+102.8%
+1,223.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.2% |
| 7D | -3.0% | +4.1% | -7.1% | -3.9% |
| 30D | -6.8% | +8.4% | -15.2% | -8.6% |
| 3M | +19.6% | +13.7% | +5.9% | +15.8% |
| 6M | +87.1% | +12.7% | +74.4% | +81.3% |
| YTD | +76.4% | +35.3% | +41.1% | +63.5% |
| 1Y | +90.8% | +39.4% | +51.5% | +75.5% |
| 3Y | +380.0% | +71.5% | +308.5% | +319.7% |
| 5Y | +215.6% | +195.0% | +20.6% | +143.2% |
| All | +1,325.8% | +102.8% | +1,223.0% | +1,264.5% |
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 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