+66.0%
SHEL vs CL
+31.1%
+34.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +0.6% |
| 7D | +2.2% | -2.2% | +4.4% | +2.2% |
| 30D | +6.8% | -4.8% | +11.7% | +6.7% |
| 3M | +8.1% | +4.9% | +3.2% | +8.2% |
| 6M | +14.4% | -5.7% | +20.1% | +14.8% |
| YTD | +30.0% | +14.4% | +15.6% | +29.7% |
| 1Y | +33.3% | +8.7% | +24.6% | +33.3% |
| All | +66.0% | +31.1% | +34.9% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling