+1,937.4%
SHEL vs CB
+7,037.7%
-5,100.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -0.5% |
| 7D | -8.8% | +0.2% | -9.1% | -8.9% |
| 30D | +2.3% | +9.1% | -6.7% | -0.4% |
| 3M | +11.6% | +3.4% | +8.1% | +10.3% |
| 6M | +15.7% | +14.1% | +1.6% | +10.6% |
| YTD | +38.6% | +18.0% | +20.5% | +30.7% |
| 1Y | +38.5% | +30.1% | +8.3% | +26.7% |
| 3Y | +66.9% | +71.8% | -4.9% | +38.6% |
| 5Y | +160.6% | +101.8% | +58.7% | +104.8% |
| 10Y | +214.1% | +252.1% | -38.1% | +109.1% |
| All | +1,937.4% | +7,037.7% | -5,100.3% | +715.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling