+158.4%
SHEL vs CFG
+68.3%
+90.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.2% | -0.9% |
| 7D | -5.8% | +0.3% | -6.0% | -5.9% |
| 30D | -1.3% | +3.2% | -4.5% | -2.0% |
| 3M | +12.7% | -9.7% | +22.4% | +15.1% |
| 6M | +19.9% | +3.6% | +16.2% | +18.3% |
| YTD | +38.3% | +14.7% | +23.6% | +32.5% |
| 1Y | +35.7% | +29.6% | +6.1% | +26.0% |
| 3Y | +71.7% | +190.6% | -118.9% | +25.4% |
| 5Y | +158.4% | +67.1% | +91.4% | +111.3% |
| All | +158.4% | +68.3% | +90.1% | +111.3% |
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 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