+69.4%
SHEL vs CLX
-35.1%
+104.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.3% |
| 7D | +3.0% | -4.9% | +7.9% | +3.0% |
| 30D | +7.2% | -15.8% | +23.0% | +7.2% |
| 3M | +12.9% | -7.9% | +20.8% | +12.9% |
| 6M | +13.7% | -19.0% | +32.7% | +14.7% |
| YTD | +33.7% | -7.9% | +41.6% | +34.2% |
| 1Y | +37.9% | -25.4% | +63.2% | +39.7% |
| All | +69.4% | -35.1% | +104.5% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling