+67.8%
CSX vs SHEL
+179.6%
-111.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | -3.4% | +2.2% | -5.6% | -3.9% |
| 30D | -3.1% | +6.8% | -9.9% | -4.7% |
| 3M | +7.2% | +8.1% | -0.9% | +5.0% |
| 6M | +16.2% | +14.4% | +1.8% | +11.9% |
| YTD | +37.5% | +30.0% | +7.6% | +27.9% |
| 1Y | +53.2% | +33.3% | +19.9% | +41.3% |
| 3Y | +68.2% | +66.4% | +1.8% | +45.0% |
| All | +67.8% | +179.6% | -111.8% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling