+158.4%
SHEL vs CAPR
+160.6%
-2.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.4% | -9.7% | -0.3% |
| 7D | -5.8% | +36.0% | -41.8% | -6.0% |
| 30D | -1.3% | +25.8% | -27.1% | -1.5% |
| 3M | +12.7% | +140.8% | -128.1% | +11.6% |
| 6M | +19.9% | -67.6% | +87.4% | +20.2% |
| YTD | +38.3% | -65.9% | +104.1% | +38.5% |
| 1Y | +35.7% | +66.1% | -30.4% | +31.6% |
| 3Y | +71.7% | +256.9% | -185.2% | +52.4% |
| 5Y | +158.4% | +172.1% | -13.7% | +114.5% |
| All | +158.4% | +160.6% | -2.2% | +114.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling