+313.9%
SHEL vs CF
+5,315.1%
-5,001.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -8.8% | -3.2% | -5.7% | -8.0% |
| 30D | +2.3% | +4.3% | -2.0% | +0.8% |
| 3M | +11.6% | +2.8% | +8.8% | +10.0% |
| 6M | +15.7% | +0.6% | +15.1% | +14.3% |
| YTD | +38.6% | +56.6% | -18.1% | +17.4% |
| 1Y | +38.5% | +49.6% | -11.1% | +19.0% |
| 3Y | +66.9% | +61.5% | +5.4% | +36.7% |
| 5Y | +160.6% | +124.0% | +36.6% | +84.3% |
| 10Y | +214.1% | +573.2% | -359.1% | +52.2% |
| All | +313.9% | +5,315.1% | -5,001.2% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling