+414.0%
SHEL vs CARR
+421.5%
-7.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | +4.1% | -3.8% | +7.9% | +4.7% |
| 30D | +8.4% | -8.9% | +17.3% | +10.0% |
| 3M | +13.7% | -17.3% | +31.0% | +16.8% |
| 6M | +12.7% | -1.4% | +14.1% | +11.5% |
| YTD | +35.3% | +10.0% | +25.3% | +31.0% |
| 1Y | +39.4% | -6.4% | +45.7% | +38.8% |
| 3Y | +71.5% | +1.5% | +69.9% | +65.2% |
| 5Y | +195.0% | +9.3% | +185.7% | +173.9% |
| All | +414.0% | +421.5% | -7.5% | +312.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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