+65.5%
SHEL vs CLF
-13.4%
+79.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.5% |
| 7D | +2.2% | +7.6% | -5.3% | +1.7% |
| 30D | +6.8% | -1.2% | +8.0% | +6.9% |
| 3M | +8.1% | -13.4% | +21.5% | +9.0% |
| 6M | +14.4% | +15.4% | -1.0% | +12.2% |
| YTD | +30.0% | -5.9% | +35.8% | +29.4% |
| 1Y | +33.3% | +18.8% | +14.5% | +28.0% |
| All | +65.5% | -13.4% | +79.0% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling