+9,772.3%
CSX vs SHEL
+2,460.3%
+7,312.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | -3.4% | +2.2% | -5.6% | -4.0% |
| 30D | -3.1% | +6.8% | -9.9% | -5.0% |
| 3M | +7.2% | +8.1% | -0.9% | +4.5% |
| 6M | +16.2% | +14.4% | +1.8% | +11.2% |
| YTD | +37.5% | +30.0% | +7.6% | +26.7% |
| 1Y | +53.2% | +33.3% | +19.9% | +39.9% |
| 3Y | +68.2% | +66.4% | +1.8% | +42.9% |
| 5Y | +65.2% | +178.6% | -113.3% | +18.5% |
| 10Y | +504.1% | +198.4% | +305.7% | +310.9% |
| All | +9,772.3% | +2,460.3% | +7,312.0% | +5,514.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling