+179.0%
SHEL vs CB
+99.7%
+79.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.3% |
| 7D | +2.2% | +0.5% | +1.8% | +2.1% |
| 30D | +6.8% | -3.1% | +9.9% | +7.8% |
| 3M | +8.1% | +9.0% | -0.8% | +4.7% |
| 6M | +14.4% | +2.9% | +11.6% | +12.8% |
| YTD | +30.0% | +10.1% | +19.9% | +24.9% |
| 1Y | +33.3% | +22.8% | +10.5% | +23.0% |
| 3Y | +66.4% | +73.8% | -7.4% | +29.4% |
| All | +179.0% | +99.7% | +79.3% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling