+216.1%
SHEL vs CAPR
-63.2%
+279.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.7% | +9.4% | +0.9% |
| 7D | -1.6% | +19.1% | -20.6% | -1.9% |
| 30D | -4.3% | +48.8% | -53.1% | -5.1% |
| 3M | +10.4% | +144.4% | -134.0% | +8.2% |
| 6M | +17.5% | -67.5% | +85.1% | +18.1% |
| YTD | +37.8% | -64.5% | +102.3% | +38.1% |
| 1Y | +33.8% | +74.4% | -40.7% | +25.5% |
| 3Y | +69.1% | +265.7% | -196.6% | +50.1% |
| 5Y | +165.7% | +196.0% | -30.3% | +133.3% |
| All | +216.1% | -63.2% | +279.3% | +150.2% |
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