+70.0%
SHEL vs CAH
+178.5%
-108.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.4% |
| 7D | +3.9% | -5.1% | +9.0% | +4.0% |
| 30D | +7.0% | -1.8% | +8.7% | +7.0% |
| 3M | +12.5% | +9.4% | +3.1% | +12.1% |
| 6M | +14.8% | +9.2% | +5.5% | +14.4% |
| YTD | +34.2% | +15.7% | +18.5% | +33.4% |
| 1Y | +37.0% | +59.7% | -22.7% | +32.6% |
| All | +70.0% | +178.5% | -108.5% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling