+2,629.4%
SHEL vs CL
+5,337.0%
-2,707.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.4% |
| 7D | -8.8% | +1.3% | -10.2% | -9.2% |
| 30D | +2.3% | +11.4% | -9.0% | -0.9% |
| 3M | +11.6% | +4.4% | +7.1% | +9.9% |
| 6M | +15.7% | +10.8% | +4.9% | +11.7% |
| YTD | +38.6% | +25.1% | +13.4% | +28.4% |
| 1Y | +38.5% | +28.0% | +10.5% | +27.4% |
| 3Y | +66.9% | +37.6% | +29.3% | +48.1% |
| 5Y | +160.6% | +39.7% | +120.9% | +127.7% |
| 10Y | +214.1% | +75.8% | +138.3% | +152.1% |
| All | +2,629.4% | +5,337.0% | -2,707.6% | +1,045.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling