+2,650.9%
SHEL vs CHD
+11,766.8%
-9,115.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.1% |
| 7D | +0.8% | +3.6% | -2.9% | +0.1% |
| 30D | -3.6% | +10.4% | -14.0% | -5.3% |
| 3M | +12.0% | +12.2% | -0.1% | +9.6% |
| 6M | +19.7% | +19.9% | -0.2% | +15.5% |
| YTD | +39.6% | +36.4% | +3.2% | +31.3% |
| 1Y | +36.4% | +35.1% | +1.3% | +28.4% |
| 3Y | +70.2% | +29.2% | +41.0% | +60.0% |
| 5Y | +169.2% | +33.4% | +135.8% | +148.4% |
| 10Y | +217.1% | +195.0% | +22.0% | +142.1% |
| All | +2,650.9% | +11,766.8% | -9,115.9% | +945.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling