+33.3%
SHEL vs CLBK
+73.3%
-40.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.2% | +1.2% | +1.0% | +2.3% |
| 30D | +6.8% | +9.1% | -2.3% | +6.9% |
| 3M | +8.1% | +27.7% | -19.6% | +8.2% |
| 6M | +14.4% | +40.8% | -26.4% | +14.8% |
| YTD | +30.0% | +66.4% | -36.4% | +29.0% |
| 1Y | +33.3% | +72.4% | -39.1% | +31.7% |
| All | +33.3% | +73.3% | -40.0% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling