+1,767.1%
CVS vs SHEL
+2,650.9%
-883.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | +6.6% | +0.8% | +5.8% | +6.4% |
| 30D | -0.4% | -3.6% | +3.1% | +0.2% |
| 3M | -5.3% | +12.0% | -17.3% | -7.2% |
| 6M | -7.7% | +19.7% | -27.4% | -10.7% |
| YTD | +16.0% | +39.6% | -23.6% | +8.9% |
| 1Y | +16.2% | +36.4% | -20.2% | +9.5% |
| 3Y | +47.6% | +70.2% | -22.6% | +32.9% |
| 5Y | +12.3% | +169.2% | -156.9% | -7.7% |
| 10Y | +62.4% | +217.1% | -154.7% | +25.7% |
| All | +1,767.1% | +2,650.9% | -883.8% | +1,191.6% |
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