+416.4%
CSX vs SHEL
+207.9%
+208.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -0.3% | -3.9% | +3.6% | +1.2% |
| 30D | +8.7% | -3.7% | +12.4% | +10.1% |
| 3M | +4.2% | +9.1% | -4.9% | +0.5% |
| 6M | +16.7% | +16.7% | 0.0% | +9.2% |
| YTD | +44.5% | +36.8% | +7.6% | +26.3% |
| 1Y | +50.3% | +31.8% | +18.5% | +33.2% |
| 3Y | +76.3% | +67.9% | +8.4% | +39.8% |
| 5Y | +58.1% | +163.3% | -105.2% | +0.1% |
| 10Y | +416.4% | +210.7% | +205.7% | +204.7% |
| All | +416.4% | +207.9% | +208.5% | +204.7% |
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