+270.3%
SHEL vs CAPR
-99.1%
+369.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.3% |
| 3M | +8.1% | -66.4% | +74.5% | +8.7% |
| 6M | +14.4% | -63.1% | +77.5% | +14.8% |
| YTD | +30.0% | -67.4% | +97.4% | +30.5% |
| 1Y | +33.3% | +58.2% | -24.9% | +26.7% |
| 3Y | +66.4% | +42.2% | +24.2% | +54.9% |
| 5Y | +178.6% | +87.3% | +91.3% | +155.6% |
| 10Y | +198.4% | -75.3% | +273.7% | +161.1% |
| All | +270.3% | -99.1% | +369.4% | +213.5% |
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 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