+2,650.9%
SHEL vs CAG
+578.5%
+2,072.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +0.8% | -3.3% | +4.1% | +1.5% |
| 30D | -3.6% | +7.7% | -11.2% | -5.4% |
| 3M | +12.0% | -3.2% | +15.2% | +12.4% |
| 6M | +19.7% | +7.0% | +12.7% | +17.0% |
| YTD | +39.6% | -9.0% | +48.6% | +40.8% |
| 1Y | +36.4% | -9.6% | +46.0% | +37.7% |
| 3Y | +70.2% | -36.0% | +106.2% | +83.3% |
| 5Y | +169.2% | -40.9% | +210.1% | +192.7% |
| 10Y | +217.1% | -37.3% | +254.4% | +224.9% |
| All | +2,650.9% | +578.5% | +2,072.4% | +1,598.9% |
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