+207.4%
SHEL vs CME
+280.4%
-73.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +3.9% | -2.4% | +6.3% | +4.9% |
| 30D | +7.0% | +6.2% | +0.8% | +4.2% |
| 3M | +12.5% | +4.4% | +8.1% | +10.2% |
| 6M | +14.8% | -9.6% | +24.4% | +18.9% |
| YTD | +34.2% | +3.8% | +30.4% | +30.8% |
| 1Y | +37.0% | +9.5% | +27.5% | +30.2% |
| 3Y | +70.9% | +51.9% | +19.0% | +37.0% |
| 5Y | +192.5% | +78.7% | +113.8% | +109.5% |
| All | +207.4% | +280.4% | -73.0% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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