+2,460.3%
SHEL vs CLF
+714.0%
+1,746.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.3% |
| 7D | +2.2% | +7.6% | -5.3% | +0.8% |
| 30D | +6.8% | -1.2% | +8.0% | +6.8% |
| 3M | +8.1% | -13.4% | +21.5% | +9.6% |
| 6M | +14.4% | +15.4% | -1.0% | +8.9% |
| YTD | +30.0% | -5.9% | +35.8% | +27.2% |
| 1Y | +33.3% | +18.8% | +14.5% | +22.6% |
| 3Y | +66.4% | -19.4% | +85.9% | +55.3% |
| 5Y | +178.6% | -47.7% | +226.3% | +169.1% |
| 10Y | +198.4% | +130.4% | +68.0% | +89.2% |
| All | +2,460.3% | +714.0% | +1,746.2% | +889.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling