+2,525.5%
SHEL vs CAH
+14,665.6%
-12,140.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.3% | +3.2% |
| 7D | +1.9% | +0.5% | +1.5% | +1.8% |
| 30D | +8.7% | +1.7% | +6.9% | +8.1% |
| 3M | +11.0% | +17.9% | -6.9% | +6.6% |
| 6M | +14.6% | +10.9% | +3.6% | +11.3% |
| YTD | +33.3% | +17.9% | +15.4% | +27.2% |
| 1Y | +37.9% | +61.7% | -23.8% | +21.5% |
| 3Y | +69.7% | +183.7% | -114.0% | +29.3% |
| 5Y | +190.2% | +401.3% | -211.2% | +91.2% |
| 10Y | +197.0% | +293.7% | -96.7% | +98.9% |
| All | +2,525.5% | +14,665.6% | -12,140.0% | +1,207.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling