+71.7%
SHEL vs CLF
-27.6%
+99.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.0% | -7.2% | -0.7% |
| 7D | -5.8% | -14.1% | +8.3% | -4.9% |
| 30D | -1.3% | -5.5% | +4.2% | -1.1% |
| 3M | +12.7% | 0.0% | +12.7% | +12.3% |
| 6M | +19.9% | +11.3% | +8.6% | +17.8% |
| YTD | +38.3% | -7.7% | +45.9% | +37.4% |
| 1Y | +35.7% | +17.5% | +18.1% | +31.5% |
| 3Y | +71.7% | -25.4% | +97.1% | +66.3% |
| All | +71.7% | -27.6% | +99.3% | +66.3% |
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