+207.3%
SHEL vs CMS
+116.0%
+91.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +3.0% | +0.2% | +2.9% | +3.0% |
| 30D | +7.2% | -1.3% | +8.5% | +7.6% |
| 3M | +12.9% | -5.4% | +18.3% | +14.4% |
| 6M | +13.7% | -10.3% | +24.0% | +16.8% |
| YTD | +33.7% | -0.2% | +33.9% | +33.2% |
| 1Y | +37.9% | -0.9% | +38.7% | +37.4% |
| 3Y | +70.2% | +34.0% | +36.3% | +54.1% |
| 5Y | +192.3% | +23.6% | +168.8% | +168.2% |
| 10Y | +207.3% | +122.2% | +85.1% | +174.3% |
| All | +207.3% | +116.0% | +91.3% | +174.3% |
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