+299.6%
SHEL vs CBOE
+1,020.3%
-720.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +3.0% | -0.8% | +3.8% | +3.2% |
| 30D | +7.2% | +2.7% | +4.5% | +6.4% |
| 3M | +12.9% | +0.7% | +12.2% | +12.1% |
| 6M | +13.7% | -2.0% | +15.7% | +12.8% |
| YTD | +33.7% | +17.1% | +16.5% | +26.5% |
| 1Y | +37.9% | +26.5% | +11.4% | +27.7% |
| 3Y | +70.2% | +96.1% | -25.9% | +37.1% |
| 5Y | +192.3% | +149.3% | +43.0% | +116.4% |
| 10Y | +207.3% | +386.5% | -179.2% | +89.4% |
| All | +299.6% | +1,020.3% | -720.7% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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