+162.6%
SHEL vs CF
+114.1%
+48.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.8% | +4.8% | -4.0% | -0.5% |
| 30D | -3.6% | +4.7% | -8.3% | -4.9% |
| 3M | +12.0% | +7.4% | +4.6% | +9.5% |
| 6M | +19.7% | +0.6% | +19.1% | +18.7% |
| YTD | +39.6% | +64.1% | -24.5% | +18.9% |
| 1Y | +36.4% | +51.4% | -15.0% | +18.8% |
| 3Y | +70.2% | +67.8% | +2.4% | +40.8% |
| All | +162.6% | +114.1% | +48.5% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling