+43.3%
SHEL vs CAH
+38.5%
+4.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.8% | -2.0% |
| 7D | -3.2% | +7.0% | -10.2% | -2.8% |
| 30D | +5.5% | +12.4% | -6.8% | +6.3% |
| 3M | +14.4% | +12.2% | +2.2% | +15.1% |
| 6M | +16.2% | +33.2% | -17.0% | +18.1% |
| YTD | +42.4% | +28.4% | +14.1% | +44.0% |
| 1Y | +43.3% | +35.0% | +8.2% | +44.3% |
| All | +43.3% | +38.5% | +4.7% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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