+256.3%
SHEL vs CHTR
+282.5%
-26.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.1% | +8.4% | +1.8% |
| 7D | +3.0% | -15.8% | +18.8% | +6.3% |
| 30D | +7.2% | -12.7% | +19.9% | +9.5% |
| 3M | +12.9% | -1.1% | +14.0% | +12.0% |
| 6M | +13.7% | -39.9% | +53.6% | +22.8% |
| YTD | +33.7% | -35.9% | +69.5% | +41.7% |
| 1Y | +37.9% | -49.2% | +87.0% | +53.4% |
| 3Y | +70.2% | -68.3% | +138.5% | +103.7% |
| 5Y | +192.3% | -83.0% | +275.3% | +302.8% |
| 10Y | +207.3% | -49.3% | +256.6% | +207.2% |
| All | +256.3% | +282.5% | -26.2% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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