+379.9%
CSCO vs SHEL
+214.0%
+166.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.5% | +4.1% |
| 7D | +2.7% | +4.1% | -1.4% | +1.5% |
| 30D | -9.5% | +8.4% | -17.9% | -11.6% |
| 3M | -7.6% | +13.7% | -21.3% | -11.2% |
| 6M | +44.9% | +12.7% | +32.2% | +39.4% |
| YTD | +47.7% | +35.3% | +12.4% | +34.5% |
| 1Y | +69.1% | +39.4% | +29.7% | +52.4% |
| 3Y | +113.5% | +71.5% | +42.1% | +79.5% |
| 5Y | +122.8% | +195.0% | -72.3% | +54.5% |
| All | +379.9% | +214.0% | +166.0% | +252.3% |
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