+108.4%
CSCO vs SHEL
+68.4%
+40.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | 0.0% | +3.0% | -3.0% | -0.8% |
| 30D | -10.7% | +7.2% | -17.9% | -12.3% |
| 3M | -8.7% | +12.9% | -21.6% | -11.7% |
| 6M | +44.9% | +13.7% | +31.2% | +39.7% |
| YTD | +44.1% | +33.7% | +10.5% | +32.3% |
| 1Y | +65.9% | +37.9% | +28.0% | +50.5% |
| All | +108.4% | +68.4% | +40.0% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling