+132.0%
SHEL vs CFG
+360.2%
-228.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.2% | -1.3% |
| 7D | -5.8% | +0.3% | -6.0% | -5.9% |
| 30D | -1.3% | +3.2% | -4.5% | -2.6% |
| 3M | +12.7% | -9.7% | +22.4% | +16.8% |
| 6M | +19.9% | +3.6% | +16.2% | +17.1% |
| YTD | +38.3% | +14.7% | +23.6% | +28.6% |
| 1Y | +35.7% | +29.6% | +6.1% | +20.0% |
| 3Y | +71.7% | +190.6% | -118.9% | +3.5% |
| 5Y | +158.4% | +67.1% | +91.4% | +89.3% |
| 10Y | +204.1% | +237.0% | -33.0% | +43.1% |
| All | +132.0% | +360.2% | -228.1% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling