+190.2%
SHEL vs CME
+77.1%
+113.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.7% |
| 7D | +1.9% | -2.9% | +4.8% | +2.4% |
| 30D | +8.7% | +5.5% | +3.1% | +7.7% |
| 3M | +11.0% | +11.0% | 0.0% | +9.0% |
| 6M | +14.6% | -9.7% | +24.2% | +16.1% |
| YTD | +33.3% | +4.9% | +28.4% | +31.9% |
| 1Y | +37.9% | +10.1% | +27.8% | +35.4% |
| 3Y | +69.7% | +53.5% | +16.2% | +55.3% |
| 5Y | +190.2% | +77.2% | +113.0% | +153.1% |
| All | +190.2% | +77.1% | +113.0% | +153.1% |
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