+39.4%
SHEL vs CHD
+2.3%
+37.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.9% |
| 7D | +4.1% | -4.5% | +8.6% | +3.8% |
| 30D | +8.4% | -6.7% | +15.1% | +7.9% |
| 3M | +13.7% | -2.7% | +16.4% | +13.4% |
| 6M | +12.7% | -4.9% | +17.6% | +12.8% |
| YTD | +35.3% | +13.3% | +22.0% | +35.4% |
| 1Y | +39.4% | +1.0% | +38.4% | +40.8% |
| All | +39.4% | +2.3% | +37.0% | +40.8% |
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