+210.0%
SHEL vs CLX
-3.7%
+213.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +0.8% |
| 7D | +4.1% | -5.7% | +9.8% | +4.0% |
| 30D | +8.4% | -17.0% | +25.4% | +7.9% |
| 3M | +13.7% | -9.7% | +23.4% | +13.5% |
| 6M | +12.7% | -19.8% | +32.5% | +12.4% |
| YTD | +35.3% | -9.8% | +45.2% | +35.3% |
| 1Y | +39.4% | -26.2% | +65.5% | +38.8% |
| 3Y | +71.5% | -36.2% | +107.6% | +70.1% |
| 5Y | +195.0% | -38.3% | +233.4% | +192.0% |
| All | +210.0% | -3.7% | +213.7% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling