+643.8%
SHEL vs CME
+8,496.5%
-7,852.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | +0.8% | +3.9% | -3.2% | -0.4% |
| 30D | -3.6% | +11.3% | -14.9% | -6.8% |
| 3M | +12.0% | +19.6% | -7.5% | +5.7% |
| 6M | +19.7% | +8.1% | +11.6% | +16.2% |
| YTD | +39.6% | +20.4% | +19.2% | +30.7% |
| 1Y | +36.4% | +16.5% | +19.9% | +28.9% |
| 3Y | +70.2% | +66.4% | +3.8% | +41.7% |
| 5Y | +169.2% | +74.5% | +94.8% | +118.0% |
| 10Y | +217.1% | +308.5% | -91.4% | +97.5% |
| All | +643.8% | +8,496.5% | -7,852.7% | +145.9% |
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