+192.5%
SHEL vs CLX
-37.2%
+229.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.4% |
| 7D | +3.9% | -5.9% | +9.8% | +3.9% |
| 30D | +7.0% | -17.0% | +24.0% | +6.8% |
| 3M | +12.5% | -9.6% | +22.1% | +12.4% |
| 6M | +14.8% | -21.5% | +36.3% | +15.1% |
| YTD | +34.2% | -8.8% | +43.0% | +34.4% |
| 1Y | +37.0% | -24.7% | +61.7% | +37.4% |
| 3Y | +70.9% | -35.6% | +106.5% | +71.0% |
| 5Y | +192.5% | -37.6% | +230.2% | +192.7% |
| All | +192.5% | -37.2% | +229.7% | +192.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling