+39.4%
SHEL vs CAI
-26.7%
+66.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.9% |
| 7D | +4.1% | -2.9% | +7.0% | +4.0% |
| 30D | +8.4% | +9.3% | -1.0% | +8.6% |
| 3M | +13.7% | +35.2% | -21.5% | +14.5% |
| 6M | +12.7% | +30.7% | -18.0% | +13.3% |
| YTD | +35.3% | -9.8% | +45.1% | +34.4% |
| 1Y | +39.4% | -28.9% | +68.2% | +38.5% |
| All | +39.4% | -26.7% | +66.1% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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