+37.9%
SHEL vs CB
+22.9%
+14.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +3.0% | -0.5% | +3.5% | +3.0% |
| 30D | +7.2% | -3.1% | +10.3% | +7.3% |
| 3M | +12.9% | +4.2% | +8.7% | +12.6% |
| 6M | +13.7% | +4.7% | +9.0% | +13.4% |
| YTD | +33.7% | +8.8% | +24.8% | +32.7% |
| 1Y | +37.9% | +22.6% | +15.2% | +32.6% |
| All | +37.9% | +22.9% | +14.9% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling