+188.8%
SHEL vs CARR
+8.3%
+180.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.8% |
| 3M | +13.7% | -17.3% | +31.0% | +16.5% |
| 6M | +12.7% | -1.4% | +14.1% | +11.4% |
| YTD | +35.3% | +10.0% | +25.3% | +31.0% |
| 1Y | +39.4% | -6.4% | +45.7% | +38.7% |
| 3Y | +71.5% | +1.5% | +69.9% | +64.9% |
| All | +188.8% | +8.3% | +180.5% | +156.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling