+158.4%
SHEL vs CLF
-47.4%
+205.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.0% | -7.2% | -0.9% |
| 7D | -5.8% | -14.1% | +8.3% | -4.4% |
| 30D | -1.3% | -5.5% | +4.2% | -1.1% |
| 3M | +12.7% | 0.0% | +12.7% | +12.0% |
| 6M | +19.9% | +11.3% | +8.6% | +16.7% |
| YTD | +38.3% | -7.7% | +45.9% | +36.5% |
| 1Y | +35.7% | +17.5% | +18.1% | +29.4% |
| 3Y | +71.7% | -25.4% | +97.1% | +66.2% |
| 5Y | +158.4% | -46.0% | +204.4% | +155.4% |
| All | +158.4% | -47.4% | +205.9% | +155.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling