+65.5%
SHEL vs CAPR
+47.3%
+18.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.7% |
| 7D | +2.2% | -2.0% | +4.2% | +2.3% |
| 30D | +6.8% | +139.2% | -132.3% | +6.1% |
| 3M | +8.1% | -66.4% | +74.5% | +8.4% |
| 6M | +14.4% | -63.1% | +77.5% | +14.6% |
| YTD | +30.0% | -67.4% | +97.4% | +30.2% |
| 1Y | +33.3% | +58.2% | -24.9% | +30.5% |
| All | +65.5% | +47.3% | +18.2% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling