+59.3%
CSX vs SHEL
+161.5%
-102.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.2% | +0.8% |
| 7D | +3.1% | -1.6% | +4.6% | +3.5% |
| 30D | +9.7% | -4.3% | +14.0% | +10.8% |
| 3M | +4.9% | +10.4% | -5.5% | +2.2% |
| 6M | +18.4% | +17.5% | +0.8% | +13.2% |
| YTD | +45.9% | +37.8% | +8.1% | +33.1% |
| 1Y | +50.0% | +33.8% | +16.2% | +37.9% |
| 3Y | +78.0% | +69.1% | +8.9% | +52.0% |
| All | +59.3% | +161.5% | -102.1% | +18.2% |
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