+197.5%
SHEL vs CL
+78.1%
+119.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -6.7% | +2.6% | -9.2% | -7.2% |
| 30D | -2.9% | +11.8% | -14.7% | -5.5% |
| 3M | +9.1% | +5.9% | +3.2% | +7.4% |
| 6M | +17.9% | +13.3% | +4.6% | +13.9% |
| YTD | +36.0% | +27.1% | +8.9% | +26.9% |
| 1Y | +31.8% | +28.0% | +3.8% | +22.6% |
| 3Y | +66.9% | +39.4% | +27.5% | +48.0% |
| 5Y | +160.6% | +40.8% | +119.8% | +127.0% |
| 10Y | +197.5% | +84.9% | +112.7% | +139.2% |
| All | +197.5% | +78.1% | +119.4% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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