+2,629.4%
SHEL vs CMS
+463.7%
+2,165.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.5% |
| 7D | -8.8% | -1.3% | -7.5% | -8.6% |
| 30D | +2.3% | +6.3% | -4.0% | +0.8% |
| 3M | +11.6% | -2.1% | +13.6% | +12.0% |
| 6M | +15.7% | -5.1% | +20.8% | +16.8% |
| YTD | +38.6% | +1.3% | +37.3% | +37.6% |
| 1Y | +38.5% | -1.4% | +39.9% | +38.4% |
| 3Y | +66.9% | +36.9% | +29.9% | +52.7% |
| 5Y | +160.6% | +32.5% | +128.0% | +138.4% |
| 10Y | +214.1% | +126.8% | +87.3% | +149.0% |
| All | +2,629.4% | +463.7% | +2,165.7% | +1,726.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling