+210.0%
SHEL vs CAH
+294.8%
-84.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.0% |
| 7D | +4.1% | -5.1% | +9.2% | +5.5% |
| 30D | +8.4% | +0.2% | +8.2% | +8.2% |
| 3M | +13.7% | +6.3% | +7.4% | +11.5% |
| 6M | +12.7% | +9.4% | +3.3% | +9.3% |
| YTD | +35.3% | +15.0% | +20.3% | +28.8% |
| 1Y | +39.4% | +55.4% | -16.1% | +20.4% |
| 3Y | +71.5% | +173.8% | -102.4% | +21.4% |
| 5Y | +195.0% | +395.2% | -200.2% | +68.1% |
| All | +210.0% | +294.8% | -84.8% | +74.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling