+2,460.3%
SHEL vs CI
+7,591.2%
-5,131.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | +2.2% | +1.3% | +0.9% | +1.9% |
| 30D | +6.8% | +4.4% | +2.4% | +5.6% |
| 3M | +8.1% | +0.7% | +7.5% | +7.6% |
| 6M | +14.4% | +0.3% | +14.1% | +13.6% |
| YTD | +30.0% | +3.8% | +26.2% | +27.7% |
| 1Y | +33.3% | -5.5% | +38.8% | +33.0% |
| 3Y | +66.4% | +8.1% | +58.3% | +56.9% |
| 5Y | +178.6% | +42.8% | +135.8% | +141.4% |
| 10Y | +198.4% | +143.9% | +54.5% | +123.1% |
| All | +2,460.3% | +7,591.2% | -5,131.0% | +1,274.3% |
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