+628.8%
SHEL vs CME
+8,439.7%
-7,810.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.1% |
| 7D | -3.9% | +2.5% | -6.4% | -4.7% |
| 30D | -3.7% | +13.9% | -17.6% | -7.6% |
| 3M | +9.1% | +22.4% | -13.3% | +2.2% |
| 6M | +16.7% | +12.9% | +3.8% | +11.7% |
| YTD | +36.8% | +19.6% | +17.2% | +28.3% |
| 1Y | +31.8% | +17.7% | +14.1% | +24.1% |
| 3Y | +67.9% | +65.3% | +2.6% | +40.1% |
| 5Y | +163.3% | +75.1% | +88.2% | +113.0% |
| 10Y | +210.7% | +305.8% | -95.1% | +93.9% |
| All | +628.8% | +8,439.7% | -7,810.9% | +141.4% |
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 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