+163.3%
SHEL vs CME
+75.9%
+87.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.3% |
| 7D | -3.9% | +2.5% | -6.4% | -4.3% |
| 30D | -3.7% | +13.9% | -17.6% | -5.7% |
| 3M | +9.1% | +22.4% | -13.3% | +5.4% |
| 6M | +16.7% | +12.9% | +3.8% | +14.1% |
| YTD | +36.8% | +19.6% | +17.2% | +32.5% |
| 1Y | +31.8% | +17.7% | +14.1% | +27.9% |
| 3Y | +67.9% | +65.3% | +2.6% | +52.2% |
| 5Y | +163.3% | +75.1% | +88.2% | +121.5% |
| All | +163.3% | +75.9% | +87.4% | +121.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling