+188.8%
SHEL vs CAH
+393.5%
-204.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +0.9% |
| 7D | +4.1% | -5.1% | +9.2% | +4.8% |
| 30D | +8.4% | +0.2% | +8.2% | +8.3% |
| 3M | +13.7% | +6.3% | +7.4% | +12.5% |
| 6M | +12.7% | +9.4% | +3.3% | +10.9% |
| YTD | +35.3% | +15.0% | +20.3% | +31.7% |
| 1Y | +39.4% | +55.4% | -16.1% | +27.3% |
| 3Y | +71.5% | +173.8% | -102.4% | +33.8% |
| All | +188.8% | +393.5% | -204.7% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling