+2,533.2%
SHEL vs CMI
+19,556.0%
-17,022.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +3.0% | +0.7% | +2.3% | +2.8% |
| 30D | +7.2% | -12.3% | +19.5% | +11.3% |
| 3M | +12.9% | -16.8% | +29.7% | +18.2% |
| 6M | +13.7% | +1.5% | +12.2% | +11.2% |
| YTD | +33.7% | +9.8% | +23.9% | +27.4% |
| 1Y | +37.9% | +42.6% | -4.7% | +20.9% |
| 3Y | +70.2% | +151.0% | -80.7% | +24.0% |
| 5Y | +192.3% | +167.0% | +25.3% | +107.1% |
| 10Y | +207.3% | +512.2% | -304.9% | +70.8% |
| All | +2,533.2% | +19,556.0% | -17,022.8% | +564.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling