+204.1%
SHEL vs CMS
+127.7%
+76.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -5.8% | -0.9% | -4.9% | -5.5% |
| 30D | -1.3% | +7.1% | -8.4% | -3.2% |
| 3M | +12.7% | -1.3% | +14.0% | +13.0% |
| 6M | +19.9% | -2.7% | +22.5% | +20.4% |
| YTD | +38.3% | +2.6% | +35.6% | +36.6% |
| 1Y | +35.7% | -2.0% | +37.7% | +35.8% |
| 3Y | +71.7% | +39.6% | +32.1% | +53.3% |
| 5Y | +158.4% | +35.3% | +123.1% | +130.1% |
| 10Y | +204.1% | +132.3% | +71.7% | +173.4% |
| All | +204.1% | +127.7% | +76.4% | +173.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling