+2,525.5%
SHEL vs CAG
+594.9%
+1,930.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +4.0% | +2.9% |
| 7D | +1.9% | -5.3% | +7.2% | +3.1% |
| 30D | +8.7% | +1.0% | +7.7% | +8.3% |
| 3M | +11.0% | +17.4% | -6.4% | +6.6% |
| 6M | +14.6% | -16.8% | +31.4% | +18.5% |
| YTD | +33.3% | -6.8% | +40.1% | +34.1% |
| 1Y | +37.9% | -15.4% | +53.2% | +41.5% |
| 3Y | +69.7% | -37.1% | +106.8% | +84.0% |
| 5Y | +190.2% | -41.3% | +231.4% | +216.9% |
| 10Y | +197.0% | -35.5% | +232.5% | +202.4% |
| All | +2,525.5% | +594.9% | +1,930.7% | +1,517.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling