+193,725.9%
CSCO vs SHEL
+2,629.0%
+191,096.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.3% | -7.6% | -6.6% |
| 7D | +1.9% | +0.8% | +1.1% | +1.7% |
| 30D | -15.8% | -3.6% | -12.3% | -15.1% |
| 3M | -15.4% | +12.0% | -27.4% | -18.0% |
| 6M | -5.4% | +19.7% | -25.1% | -10.0% |
| YTD | +26.5% | +39.6% | -13.2% | +15.4% |
| 1Y | +25.9% | +36.4% | -10.6% | +15.5% |
| 3Y | +97.5% | +70.2% | +27.3% | +70.3% |
| 5Y | +93.0% | +169.2% | -76.2% | +45.3% |
| 10Y | +308.6% | +217.1% | +91.5% | +182.4% |
| All | +193,725.9% | +2,629.0% | +191,096.9% | +117,030.4% |
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