+592.3%
SHEL vs CME
+7,469.3%
-6,877.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.8% |
| 7D | +2.2% | -1.6% | +3.8% | +2.7% |
| 30D | +6.8% | +6.2% | +0.6% | +4.8% |
| 3M | +8.1% | +10.4% | -2.3% | +4.5% |
| 6M | +14.4% | -9.5% | +23.9% | +17.4% |
| YTD | +30.0% | +6.0% | +23.9% | +26.8% |
| 1Y | +33.3% | +9.3% | +24.1% | +28.6% |
| 3Y | +66.4% | +57.7% | +8.8% | +41.1% |
| 5Y | +178.6% | +77.7% | +100.9% | +124.0% |
| 10Y | +198.4% | +281.2% | -82.8% | +90.4% |
| All | +592.3% | +7,469.3% | -6,877.1% | +138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling