+37.9%
SHEL vs CLF
+9.3%
+28.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.3% |
| 7D | +3.0% | -2.7% | +5.7% | +3.1% |
| 30D | +7.2% | -3.2% | +10.4% | +7.3% |
| 3M | +12.9% | -5.0% | +17.8% | +12.9% |
| 6M | +13.7% | +26.6% | -12.9% | +12.9% |
| YTD | +33.7% | -9.0% | +42.6% | +34.7% |
| 1Y | +37.9% | +11.8% | +26.0% | +37.1% |
| All | +37.9% | +9.3% | +28.6% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling