+170.6%
CVX vs SHEL
+190.7%
-20.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | +0.7% | +3.9% | -3.3% | -2.0% |
| 30D | +9.1% | +7.0% | +2.2% | +4.1% |
| 3M | +13.1% | +12.5% | +0.6% | +4.2% |
| 6M | +16.3% | +14.8% | +1.5% | +5.6% |
| YTD | +43.5% | +34.2% | +9.3% | +16.5% |
| 1Y | +40.2% | +37.0% | +3.2% | +12.1% |
| 3Y | +44.2% | +70.9% | -26.6% | -1.0% |
| 5Y | +170.6% | +192.5% | -21.9% | +32.7% |
| All | +170.6% | +190.7% | -20.1% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling