+43.3%
SHEL vs CMS
+1.4%
+41.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.4% |
| 7D | -3.2% | +4.1% | -7.2% | -3.6% |
| 30D | +5.5% | +10.9% | -5.3% | +4.6% |
| 3M | +14.4% | -0.2% | +14.6% | +14.2% |
| 6M | +16.2% | -4.7% | +20.9% | +16.9% |
| YTD | +42.4% | +3.9% | +38.5% | +40.2% |
| 1Y | +43.3% | +0.4% | +42.9% | +42.6% |
| All | +43.3% | +1.4% | +41.9% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling