+207.4%
SHEL vs CG
+321.9%
-114.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +1.1% |
| 7D | +3.9% | -9.8% | +13.7% | +7.1% |
| 30D | +7.0% | -10.3% | +17.3% | +10.1% |
| 3M | +12.5% | -1.7% | +14.2% | +12.1% |
| 6M | +14.8% | -9.8% | +24.6% | +16.6% |
| YTD | +34.2% | -25.6% | +59.8% | +43.7% |
| 1Y | +37.0% | -32.5% | +69.5% | +50.6% |
| 3Y | +70.9% | +45.6% | +25.2% | +35.0% |
| 5Y | +192.5% | +3.7% | +188.9% | +148.6% |
| All | +207.4% | +321.9% | -114.5% | +66.9% |
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