+78.3%
CSX vs SHEL
+71.4%
+6.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | +6.0% | +0.8% | +5.2% | +5.8% |
| 30D | +7.8% | -3.6% | +11.4% | +8.5% |
| 3M | +4.1% | +12.0% | -7.9% | +1.5% |
| 6M | +17.9% | +19.7% | -1.8% | +13.1% |
| YTD | +44.9% | +39.6% | +5.3% | +32.6% |
| 1Y | +51.1% | +36.4% | +14.7% | +39.2% |
| 3Y | +78.3% | +70.2% | +8.1% | +53.6% |
| All | +78.3% | +71.4% | +6.9% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling