+93.6%
SHEL vs CLBK
+66.9%
+26.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.8% |
| 7D | +1.9% | +1.1% | +0.8% | +1.5% |
| 30D | +8.7% | +7.8% | +0.9% | +5.8% |
| 3M | +11.0% | +23.9% | -12.9% | +2.7% |
| 6M | +14.6% | +42.3% | -27.8% | +0.6% |
| YTD | +33.3% | +65.4% | -32.1% | +10.3% |
| 1Y | +37.9% | +70.3% | -32.5% | +12.2% |
| 3Y | +69.7% | +54.5% | +15.3% | +36.2% |
| 5Y | +190.1% | +43.1% | +147.0% | +112.5% |
| All | +93.6% | +66.9% | +26.7% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling