+289.9%
SHEL vs CAPR
-98.9%
+388.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +26.5% | -25.9% | +0.2% |
| 7D | -3.9% | +25.8% | -29.7% | -4.3% |
| 30D | -3.7% | +50.2% | -53.9% | -4.3% |
| 3M | +9.1% | +185.5% | -176.4% | +7.0% |
| 6M | +16.7% | -64.8% | +81.5% | +17.0% |
| YTD | +36.8% | -61.1% | +98.0% | +36.9% |
| 1Y | +31.8% | +81.0% | -49.2% | +24.9% |
| 3Y | +67.9% | +300.7% | -232.8% | +53.6% |
| 5Y | +163.3% | +223.3% | -60.0% | +139.3% |
| 10Y | +210.7% | -58.8% | +269.4% | +169.8% |
| All | +289.9% | -98.9% | +388.7% | +228.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling