+68.6%
CSX vs SHEL
+65.5%
+3.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.3% | -3.2% |
| 7D | -5.5% | -8.8% | +3.3% | -3.7% |
| 30D | +4.9% | +2.3% | +2.6% | +4.3% |
| 3M | -2.9% | +11.6% | -14.4% | -5.2% |
| 6M | +8.3% | +15.7% | -7.3% | +4.8% |
| YTD | +36.7% | +38.6% | -1.8% | +25.4% |
| 1Y | +41.5% | +38.5% | +3.0% | +29.7% |
| 3Y | +68.6% | +66.9% | +1.8% | +46.8% |
| All | +68.6% | +65.5% | +3.1% | +46.8% |
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