+2,579.2%
SHEL vs CI
+8,198.1%
-5,618.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.2% | -2.3% |
| 7D | -6.7% | +2.6% | -9.3% | -7.3% |
| 30D | -2.9% | +7.3% | -10.2% | -4.7% |
| 3M | +9.1% | +9.5% | -0.4% | +6.5% |
| 6M | +17.9% | +6.4% | +11.5% | +15.5% |
| YTD | +36.0% | +12.0% | +24.0% | +30.9% |
| 1Y | +31.8% | +20.1% | +11.7% | +24.5% |
| 3Y | +66.9% | +9.6% | +57.3% | +56.7% |
| 5Y | +160.6% | +52.7% | +107.9% | +122.0% |
| 10Y | +197.5% | +150.3% | +47.3% | +120.8% |
| All | +2,579.2% | +8,198.1% | -5,618.9% | +1,309.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling