+220,352.3%
CSCO vs SHEL
+2,439.8%
+217,912.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.4% |
| 7D | -0.7% | +2.2% | -2.9% | -1.2% |
| 30D | -10.1% | +6.8% | -17.0% | -11.7% |
| 3M | -15.7% | +8.1% | -23.8% | -17.5% |
| 6M | +36.3% | +14.4% | +21.9% | +31.2% |
| YTD | +43.8% | +30.0% | +13.9% | +33.9% |
| 1Y | +63.9% | +33.3% | +30.6% | +51.5% |
| 3Y | +104.4% | +66.4% | +37.9% | +77.3% |
| 5Y | +111.4% | +178.6% | -67.2% | +57.6% |
| 10Y | +361.7% | +198.4% | +163.2% | +224.2% |
| All | +220,352.3% | +2,439.8% | +217,912.5% | +135,798.6% |
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