+179.0%
SHEL vs CMS
+23.4%
+155.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +2.2% | +0.4% | +1.9% | +2.2% |
| 30D | +6.8% | -3.6% | +10.4% | +7.5% |
| 3M | +8.1% | -1.9% | +10.0% | +8.3% |
| 6M | +14.4% | -11.0% | +25.4% | +16.8% |
| YTD | +30.0% | +0.2% | +29.8% | +29.5% |
| 1Y | +33.3% | -1.3% | +34.6% | +33.1% |
| 3Y | +66.4% | +35.9% | +30.5% | +54.9% |
| All | +179.0% | +23.4% | +155.6% | +162.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling