+192.3%
SHEL vs CG
+5.5%
+186.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.9% |
| 7D | +3.0% | -6.4% | +9.4% | +4.1% |
| 30D | +7.2% | -7.1% | +14.3% | +8.3% |
| 3M | +12.9% | -1.6% | +14.5% | +12.7% |
| 6M | +13.7% | -8.3% | +22.0% | +14.5% |
| YTD | +33.7% | -23.8% | +57.5% | +38.6% |
| 1Y | +37.9% | -28.7% | +66.6% | +44.4% |
| 3Y | +70.2% | +49.2% | +21.1% | +48.0% |
| 5Y | +192.3% | +5.5% | +186.8% | +160.2% |
| All | +192.3% | +5.5% | +186.8% | +160.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling