+31.8%
SHEL vs CFG
+28.5%
+3.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -6.7% | +0.7% | -7.3% | -6.6% |
| 30D | -2.9% | +2.8% | -5.7% | -2.7% |
| 3M | +9.1% | -10.1% | +19.2% | +8.4% |
| 6M | +17.9% | +3.2% | +14.7% | +17.8% |
| YTD | +36.0% | +14.2% | +21.8% | +34.7% |
| 1Y | +31.8% | +27.4% | +4.4% | +29.0% |
| All | +31.8% | +28.5% | +3.3% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling