+219.2%
CVX vs SHEL
+214.0%
+5.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | 0.0% |
| 7D | +2.6% | +4.1% | -1.5% | -0.5% |
| 30D | +9.8% | +8.4% | +1.5% | +3.4% |
| 3M | +16.2% | +13.7% | +2.5% | +5.5% |
| 6M | +13.6% | +12.7% | +0.9% | +3.8% |
| YTD | +44.4% | +35.3% | +9.1% | +14.4% |
| 1Y | +40.6% | +39.4% | +1.2% | +8.8% |
| 3Y | +48.2% | +71.5% | -23.3% | -2.5% |
| 5Y | +172.3% | +195.0% | -22.7% | +15.2% |
| All | +219.2% | +214.0% | +5.2% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling