+210.7%
SHEL vs CB
+248.4%
-37.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | -3.9% | -1.0% | -2.9% | -3.4% |
| 30D | -3.7% | +7.3% | -11.0% | -7.3% |
| 3M | +9.1% | +7.0% | +2.1% | +5.0% |
| 6M | +16.7% | +16.3% | +0.4% | +6.9% |
| YTD | +36.8% | +19.7% | +17.1% | +22.7% |
| 1Y | +31.8% | +27.8% | +4.0% | +13.9% |
| 3Y | +67.9% | +72.0% | -4.1% | +19.1% |
| 5Y | +163.3% | +104.9% | +58.5% | +64.2% |
| 10Y | +210.7% | +246.7% | -36.0% | +45.8% |
| All | +210.7% | +248.4% | -37.7% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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