+210.0%
SHEL vs CMI
+516.5%
-306.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.3% |
| 7D | +4.1% | -0.7% | +4.8% | +4.4% |
| 30D | +8.4% | -12.4% | +20.8% | +14.3% |
| 3M | +13.7% | -14.8% | +28.5% | +20.2% |
| 6M | +12.7% | +0.8% | +11.9% | +8.7% |
| YTD | +35.3% | +10.2% | +25.1% | +24.3% |
| 1Y | +39.4% | +37.4% | +1.9% | +14.2% |
| 3Y | +71.5% | +153.3% | -81.8% | -0.5% |
| 5Y | +195.0% | +167.6% | +27.4% | +61.8% |
| All | +210.0% | +516.5% | -306.5% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling