+220.3%
SHEL vs CG
+278.5%
-58.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | +0.8% | +0.2% | +0.6% | +0.6% |
| 30D | -3.6% | +11.2% | -14.8% | -6.9% |
| 3M | +12.0% | -22.1% | +34.1% | +19.8% |
| 6M | +19.7% | -17.9% | +37.6% | +25.1% |
| YTD | +39.6% | -31.3% | +70.9% | +52.4% |
| 1Y | +36.4% | -24.0% | +60.4% | +43.7% |
| 3Y | +70.2% | +45.0% | +25.2% | +33.4% |
| 5Y | +169.2% | -22.6% | +191.9% | +159.4% |
| All | +220.3% | +278.5% | -58.1% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling