+412.6%
CSX vs SHEL
+209.5%
+203.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | -2.2% | -5.8% | +3.6% | 0.0% |
| 30D | +6.8% | -1.3% | +8.1% | +7.2% |
| 3M | +0.7% | +12.7% | -12.0% | -4.1% |
| 6M | +13.3% | +19.9% | -6.6% | +5.0% |
| YTD | +40.5% | +38.3% | +2.3% | +22.4% |
| 1Y | +44.7% | +35.7% | +9.0% | +26.9% |
| 3Y | +74.5% | +71.7% | +2.8% | +37.2% |
| 5Y | +52.0% | +158.4% | -106.4% | -2.9% |
| 10Y | +412.6% | +204.1% | +208.6% | +209.5% |
| All | +412.6% | +209.5% | +203.2% | +209.5% |
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