+210.0%
SHEL vs CHD
+126.1%
+83.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +4.1% | -4.5% | +8.6% | +4.3% |
| 30D | +8.4% | -6.7% | +15.1% | +8.8% |
| 3M | +13.7% | -2.7% | +16.4% | +13.8% |
| 6M | +12.7% | -4.9% | +17.6% | +12.9% |
| YTD | +35.3% | +13.3% | +22.0% | +34.0% |
| 1Y | +39.4% | +1.0% | +38.4% | +39.0% |
| 3Y | +71.5% | +1.3% | +70.1% | +70.4% |
| 5Y | +195.0% | +20.8% | +174.2% | +184.6% |
| All | +210.0% | +126.1% | +83.9% | +182.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling