+96.5%
SHEL vs CLBK
+65.5%
+31.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +4.1% | -1.5% | +5.6% | +4.6% |
| 30D | +8.4% | -1.0% | +9.4% | +8.7% |
| 3M | +13.7% | +22.9% | -9.2% | +5.5% |
| 6M | +12.7% | +44.2% | -31.5% | -1.5% |
| YTD | +35.3% | +64.0% | -28.7% | +12.3% |
| 1Y | +39.4% | +65.7% | -26.3% | +14.6% |
| 3Y | +71.5% | +54.1% | +17.4% | +37.6% |
| 5Y | +195.0% | +44.7% | +150.3% | +113.2% |
| All | +96.5% | +65.5% | +31.1% | +26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling