+4,683.6%
CVX vs SHEL
+2,460.3%
+2,223.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | +3.3% | +2.2% | +1.1% | +2.3% |
| 30D | +12.9% | +6.8% | +6.0% | +9.6% |
| 3M | +11.7% | +8.1% | +3.6% | +8.0% |
| 6M | +14.1% | +14.4% | -0.3% | +7.6% |
| YTD | +40.7% | +30.0% | +10.7% | +25.1% |
| 1Y | +37.5% | +33.3% | +4.2% | +20.8% |
| 3Y | +43.9% | +66.4% | -22.5% | +14.9% |
| 5Y | +161.5% | +178.6% | -17.1% | +66.6% |
| 10Y | +215.1% | +198.4% | +16.7% | +97.3% |
| All | +4,683.6% | +2,460.3% | +2,223.4% | +2,262.7% |
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 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