+190.2%
SHEL vs CFG
+100.9%
+89.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.7% | +2.8% |
| 7D | +1.9% | +2.7% | -0.7% | +1.3% |
| 30D | +8.7% | -3.7% | +12.3% | +9.5% |
| 3M | +11.0% | +9.5% | +1.5% | +8.3% |
| 6M | +14.6% | +22.2% | -7.7% | +8.6% |
| YTD | +33.3% | +22.3% | +11.0% | +25.9% |
| 1Y | +37.9% | +39.4% | -1.6% | +25.7% |
| 3Y | +69.7% | +188.5% | -118.7% | +24.2% |
| 5Y | +190.2% | +101.5% | +88.6% | +121.4% |
| All | +190.2% | +100.9% | +89.2% | +121.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling