+192.3%
SHEL vs CAG
-41.8%
+234.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +3.0% | -6.6% | +9.6% | +3.8% |
| 30D | +7.2% | +2.3% | +4.9% | +6.9% |
| 3M | +12.9% | +16.3% | -3.4% | +10.6% |
| 6M | +13.7% | -16.0% | +29.7% | +16.1% |
| YTD | +33.7% | -7.7% | +41.4% | +34.7% |
| 1Y | +37.9% | -16.0% | +53.9% | +40.7% |
| 3Y | +70.2% | -37.7% | +107.9% | +78.9% |
| 5Y | +192.3% | -41.2% | +233.6% | +207.7% |
| All | +192.3% | -41.8% | +234.1% | +207.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling