+114.2%
CSCO vs SHEL
+191.6%
-77.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.6% | -0.6% |
| 7D | -0.5% | +1.9% | -2.5% | -0.9% |
| 30D | -10.1% | +8.7% | -18.7% | -11.8% |
| 3M | -11.7% | +11.0% | -22.7% | -13.9% |
| 6M | +40.1% | +14.6% | +25.5% | +35.5% |
| YTD | +43.8% | +33.3% | +10.5% | +34.2% |
| 1Y | +66.6% | +37.9% | +28.7% | +54.1% |
| 3Y | +108.5% | +69.7% | +38.8% | +83.4% |
| All | +114.2% | +191.6% | -77.4% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling