+427.3%
CSX vs SHEL
+210.3%
+217.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.3% | -3.0% |
| 7D | -5.5% | -8.8% | +3.3% | -2.2% |
| 30D | +4.9% | +2.3% | +2.6% | +3.9% |
| 3M | -2.9% | +11.6% | -14.4% | -7.1% |
| 6M | +8.3% | +15.7% | -7.3% | +1.8% |
| YTD | +36.7% | +38.6% | -1.8% | +19.0% |
| 1Y | +41.5% | +38.5% | +3.0% | +23.0% |
| 3Y | +68.6% | +66.9% | +1.8% | +34.1% |
| 5Y | +48.4% | +160.6% | -112.1% | -5.5% |
| All | +427.3% | +210.3% | +217.1% | +215.1% |
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 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