+1,933.1%
SHEL vs CB
+7,007.0%
-5,073.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -5.8% | -1.5% | -4.3% | -5.4% |
| 30D | -1.3% | +6.5% | -7.8% | -3.3% |
| 3M | +12.7% | +4.1% | +8.6% | +11.2% |
| 6M | +19.9% | +14.4% | +5.5% | +14.5% |
| YTD | +38.3% | +17.5% | +20.7% | +30.6% |
| 1Y | +35.7% | +27.5% | +8.1% | +24.9% |
| 3Y | +71.7% | +71.6% | +0.1% | +42.7% |
| 5Y | +158.4% | +100.6% | +57.8% | +103.5% |
| 10Y | +204.1% | +243.0% | -38.9% | +103.8% |
| All | +1,933.1% | +7,007.0% | -5,073.9% | +714.6% |
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 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