+55.4%
CVS vs SHEL
+69.1%
-13.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -2.0% | +3.9% | -5.9% | -2.2% |
| 30D | +1.9% | +7.0% | -5.0% | +1.4% |
| 3M | -2.2% | +12.5% | -14.7% | -3.1% |
| 6M | +26.7% | +14.8% | +12.0% | +25.4% |
| YTD | +22.9% | +34.2% | -11.3% | +20.1% |
| 1Y | +32.9% | +37.0% | -4.1% | +29.4% |
| All | +55.4% | +69.1% | -13.6% | +47.5% |
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