+66.9%
SHEL vs CF
+57.7%
+9.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -8.8% | -3.2% | -5.7% | -8.2% |
| 30D | +2.3% | +4.3% | -2.0% | +1.2% |
| 3M | +11.6% | +2.8% | +8.8% | +10.4% |
| 6M | +15.7% | +0.6% | +15.1% | +14.7% |
| YTD | +38.6% | +56.6% | -18.1% | +20.8% |
| 1Y | +38.5% | +49.6% | -11.1% | +22.1% |
| 3Y | +66.9% | +61.5% | +5.4% | +41.2% |
| All | +66.9% | +57.7% | +9.1% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 3y: compounded portfolio wealth divided by compounded CF 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…
3y analysis · Full analysis span regression · 6 months rolling