+197.5%
SHEL vs CFG
+230.2%
-32.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -6.7% | +0.7% | -7.3% | -7.0% |
| 30D | -2.9% | +2.8% | -5.7% | -4.1% |
| 3M | +9.1% | -10.1% | +19.2% | +13.3% |
| 6M | +17.9% | +3.2% | +14.7% | +15.4% |
| YTD | +36.0% | +14.2% | +21.8% | +26.8% |
| 1Y | +31.8% | +27.4% | +4.4% | +17.3% |
| 3Y | +66.9% | +187.6% | -120.7% | +0.8% |
| 5Y | +160.6% | +65.7% | +94.9% | +91.7% |
| 10Y | +197.5% | +219.7% | -22.2% | +47.3% |
| All | +197.5% | +230.2% | -32.7% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling