+220.3%
SHEL vs CB
+250.2%
-29.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +0.8% |
| 7D | +0.8% | +2.9% | -2.1% | -0.7% |
| 30D | -3.6% | +7.3% | -10.9% | -7.2% |
| 3M | +12.0% | +9.4% | +2.6% | +6.7% |
| 6M | +19.7% | +19.6% | +0.1% | +8.1% |
| YTD | +39.6% | +21.5% | +18.2% | +24.3% |
| 1Y | +36.4% | +28.0% | +8.4% | +17.9% |
| 3Y | +70.2% | +74.9% | -4.7% | +19.7% |
| 5Y | +169.2% | +108.1% | +61.1% | +66.5% |
| All | +220.3% | +250.2% | -29.9% | +49.4% |
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