+43.3%
SHEL vs CHD
+30.9%
+12.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.9% | -2.0% |
| 7D | -3.2% | +6.9% | -10.1% | -2.5% |
| 30D | +5.5% | +17.1% | -11.6% | +7.1% |
| 3M | +14.4% | +9.1% | +5.3% | +15.4% |
| 6M | +16.2% | +21.4% | -5.2% | +18.0% |
| YTD | +42.4% | +34.9% | +7.6% | +45.8% |
| 1Y | +43.3% | +31.0% | +12.2% | +47.1% |
| All | +43.3% | +30.9% | +12.3% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling