+210.0%
SHEL vs CGNX
+193.6%
+16.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.2% |
| 7D | +4.1% | +3.2% | +0.9% | +3.6% |
| 30D | +8.4% | +6.0% | +2.4% | +7.2% |
| 3M | +13.7% | +3.5% | +10.2% | +12.1% |
| 6M | +12.7% | +26.3% | -13.6% | +6.5% |
| YTD | +35.3% | +79.2% | -43.9% | +17.3% |
| 1Y | +39.4% | +43.8% | -4.4% | +25.5% |
| 3Y | +71.5% | +52.0% | +19.5% | +46.7% |
| 5Y | +195.0% | -24.0% | +219.1% | +189.2% |
| All | +210.0% | +193.6% | +16.4% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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