+71.7%
SHEL vs CFG
+182.2%
-110.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.2% | -0.6% |
| 7D | -5.8% | +0.3% | -6.0% | -5.8% |
| 30D | -1.3% | +3.2% | -4.5% | -1.8% |
| 3M | +12.7% | -9.7% | +22.4% | +14.3% |
| 6M | +19.9% | +3.6% | +16.2% | +18.7% |
| YTD | +38.3% | +14.7% | +23.6% | +33.8% |
| 1Y | +35.7% | +29.6% | +6.1% | +28.1% |
| 3Y | +71.7% | +190.6% | -118.9% | +43.3% |
| All | +71.7% | +182.2% | -110.5% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling