+206.4%
SHEL vs CLF
+120.0%
+86.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +2.9% |
| 7D | +1.9% | +6.5% | -4.6% | +0.7% |
| 30D | +8.7% | +0.2% | +8.4% | +8.4% |
| 3M | +11.0% | -3.1% | +14.0% | +10.4% |
| 6M | +14.6% | +25.0% | -10.5% | +7.4% |
| YTD | +33.3% | -7.5% | +40.7% | +31.0% |
| 1Y | +37.9% | +11.5% | +26.3% | +28.0% |
| 3Y | +69.7% | -13.7% | +83.4% | +55.6% |
| 5Y | +190.2% | -47.0% | +237.1% | +179.6% |
| All | +206.4% | +120.0% | +86.4% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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