+69.4%
SHEL vs CME
+51.9%
+17.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +3.0% | -1.1% | +4.1% | +3.1% |
| 30D | +7.2% | +4.2% | +3.0% | +6.7% |
| 3M | +12.9% | +7.3% | +5.6% | +11.9% |
| 6M | +13.7% | -11.4% | +25.1% | +14.4% |
| YTD | +33.7% | +3.5% | +30.1% | +33.3% |
| 1Y | +37.9% | +8.6% | +29.3% | +37.3% |
| All | +69.4% | +51.9% | +17.5% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling