+207.3%
SHEL vs CB
+219.8%
-12.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +3.0% | -0.5% | +3.5% | +3.2% |
| 30D | +7.2% | -3.1% | +10.3% | +8.8% |
| 3M | +12.9% | +4.2% | +8.7% | +9.8% |
| 6M | +13.7% | +4.7% | +9.0% | +10.0% |
| YTD | +33.7% | +8.8% | +24.8% | +26.2% |
| 1Y | +37.9% | +22.6% | +15.2% | +21.6% |
| 3Y | +70.2% | +70.6% | -0.4% | +20.6% |
| 5Y | +192.3% | +99.4% | +92.9% | +83.8% |
| 10Y | +207.3% | +223.5% | -16.1% | +48.5% |
| All | +207.3% | +219.8% | -12.5% | +48.5% |
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