+206,635.5%
CSCO vs SHEL
+2,593.1%
+204,042.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | +6.6% | -1.6% | +8.1% | +7.0% |
| 30D | -11.3% | -4.3% | -7.0% | -10.4% |
| 3M | -17.3% | +10.4% | -27.7% | -19.5% |
| 6M | +3.5% | +17.5% | -14.0% | -1.0% |
| YTD | +34.9% | +37.8% | -2.9% | +23.6% |
| 1Y | +40.5% | +33.8% | +6.7% | +29.6% |
| 3Y | +109.3% | +69.1% | +40.2% | +80.7% |
| 5Y | +105.9% | +165.7% | -59.8% | +55.6% |
| 10Y | +335.8% | +212.9% | +122.9% | +202.3% |
| All | +206,635.5% | +2,593.1% | +204,042.3% | +125,282.1% |
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