+2,623.6%
SHEL vs CI
+7,992.0%
-5,368.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | -1.3% | +4.7% | -6.0% | -2.5% |
| 3M | +12.7% | +5.2% | +7.5% | +11.1% |
| 6M | +19.9% | +3.8% | +16.1% | +18.1% |
| YTD | +38.3% | +9.2% | +29.0% | +33.9% |
| 1Y | +35.7% | +14.3% | +21.4% | +29.8% |
| 3Y | +71.7% | +8.4% | +63.3% | +61.6% |
| 5Y | +158.4% | +50.0% | +108.4% | +121.1% |
| 10Y | +204.1% | +142.2% | +61.9% | +127.5% |
| All | +2,623.6% | +7,992.0% | -5,368.4% | +1,341.6% |
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