+407.8%
SHEL vs CARR
+425.9%
-18.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.6% |
| 7D | +3.0% | +0.6% | +2.4% | +2.9% |
| 30D | +7.2% | -8.7% | +15.9% | +8.7% |
| 3M | +12.9% | -18.4% | +31.2% | +16.2% |
| 6M | +13.7% | -0.6% | +14.3% | +12.4% |
| YTD | +33.7% | +10.9% | +22.7% | +29.3% |
| 1Y | +37.9% | -7.3% | +45.2% | +37.7% |
| 3Y | +70.2% | +2.9% | +67.3% | +63.7% |
| 5Y | +192.3% | +9.6% | +182.7% | +171.4% |
| All | +407.8% | +425.9% | -18.2% | +306.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling