+70.0%
SHEL vs CLBK
+52.3%
+17.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +3.9% | -1.4% | +5.3% | +4.0% |
| 30D | +7.0% | +4.5% | +2.4% | +6.5% |
| 3M | +12.5% | +22.8% | -10.3% | +10.3% |
| 6M | +14.8% | +43.4% | -28.7% | +10.9% |
| YTD | +34.2% | +64.1% | -29.9% | +27.5% |
| 1Y | +37.0% | +67.6% | -30.6% | +29.7% |
| All | +70.0% | +52.3% | +17.7% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling