+207.3%
SHEL vs CAPR
-77.3%
+284.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +0.4% |
| 7D | +3.0% | -12.6% | +15.7% | +3.2% |
| 30D | +7.2% | +124.4% | -117.2% | +5.4% |
| 3M | +12.9% | -66.8% | +79.7% | +13.6% |
| 6M | +13.7% | -71.8% | +85.5% | +14.7% |
| YTD | +33.7% | -70.1% | +103.7% | +34.6% |
| 1Y | +37.9% | +33.3% | +4.5% | +30.1% |
| 3Y | +70.2% | +36.7% | +33.5% | +54.7% |
| 5Y | +192.3% | +72.5% | +119.9% | +160.0% |
| 10Y | +207.3% | -77.3% | +284.6% | +152.5% |
| All | +207.3% | -77.3% | +284.6% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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