+496.7%
CSX vs SHEL
+201.7%
+295.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -0.6% | +3.0% | -3.6% | -1.7% |
| 30D | -3.2% | +7.2% | -10.4% | -5.9% |
| 3M | +2.6% | +12.9% | -10.3% | -2.4% |
| 6M | +19.8% | +13.7% | +6.1% | +13.3% |
| YTD | +34.7% | +33.7% | +1.0% | +19.1% |
| 1Y | +52.1% | +37.9% | +14.3% | +32.6% |
| 3Y | +68.4% | +70.2% | -1.8% | +32.9% |
| 5Y | +65.1% | +192.3% | -127.2% | -0.4% |
| 10Y | +496.7% | +207.3% | +289.4% | +262.5% |
| All | +496.7% | +201.7% | +295.0% | +262.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling