+43.3%
SHEL vs CAG
-6.8%
+50.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.0% | -8.2% | -2.5% |
| 7D | -3.2% | +9.7% | -12.9% | -3.7% |
| 30D | +5.5% | +15.8% | -10.2% | +4.8% |
| 3M | +14.4% | +1.8% | +12.6% | +14.0% |
| 6M | +16.2% | +11.5% | +4.6% | +15.1% |
| YTD | +42.4% | -6.7% | +49.1% | +45.1% |
| 1Y | +43.3% | -5.6% | +48.9% | +45.8% |
| All | +43.3% | -6.8% | +50.1% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling