+182.9%
SHEL vs CI
+42.7%
+140.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | +2.2% | +1.3% | +0.9% | +2.1% |
| 30D | +6.8% | +4.4% | +2.4% | +6.2% |
| 3M | +8.1% | +0.7% | +7.5% | +7.9% |
| 6M | +14.4% | +0.3% | +14.1% | +14.0% |
| YTD | +30.0% | +3.8% | +26.2% | +28.8% |
| 1Y | +33.3% | -5.5% | +38.8% | +33.5% |
| 3Y | +66.4% | +8.1% | +58.3% | +59.5% |
| All | +182.9% | +42.7% | +140.2% | +142.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling