+207.3%
SHEL vs CI
+143.6%
+63.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | 0.0% |
| 7D | +3.0% | -1.1% | +4.1% | +3.3% |
| 30D | +7.2% | +0.5% | +6.7% | +7.0% |
| 3M | +12.9% | -5.2% | +18.1% | +14.4% |
| 6M | +13.7% | +4.3% | +9.4% | +11.3% |
| YTD | +33.7% | +2.8% | +30.9% | +30.9% |
| 1Y | +37.9% | -5.8% | +43.7% | +37.5% |
| 3Y | +70.2% | +4.7% | +65.5% | +57.3% |
| 5Y | +192.3% | +42.7% | +149.6% | +130.0% |
| 10Y | +207.3% | +141.0% | +66.3% | +116.8% |
| All | +207.3% | +143.6% | +63.7% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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