+1,893.3%
CVS vs SHEL
+2,525.5%
-632.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.1% |
| 7D | -1.6% | +1.9% | -3.5% | -1.9% |
| 30D | +0.4% | +8.7% | -8.3% | -1.1% |
| 3M | -0.4% | +11.0% | -11.4% | -2.3% |
| 6M | +25.1% | +14.6% | +10.6% | +22.0% |
| YTD | +23.9% | +33.3% | -9.4% | +17.3% |
| 1Y | +41.1% | +37.9% | +3.2% | +32.6% |
| 3Y | +63.6% | +69.7% | -6.1% | +47.4% |
| 5Y | +31.5% | +190.2% | -158.6% | +6.5% |
| 10Y | +40.5% | +197.0% | -156.5% | +9.9% |
| All | +1,893.3% | +2,525.5% | -632.3% | +1,290.5% |
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 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