+2,460.3%
SHEL vs CMS
+457.8%
+2,002.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +2.2% | +0.4% | +1.9% | +2.1% |
| 30D | +6.8% | -3.6% | +10.4% | +7.8% |
| 3M | +8.1% | -1.9% | +10.0% | +8.4% |
| 6M | +14.4% | -11.0% | +25.4% | +17.4% |
| YTD | +30.0% | +0.2% | +29.8% | +29.5% |
| 1Y | +33.3% | -1.3% | +34.6% | +33.2% |
| 3Y | +66.4% | +35.9% | +30.5% | +52.6% |
| 5Y | +178.6% | +23.1% | +155.5% | +159.4% |
| 10Y | +198.4% | +117.9% | +80.5% | +138.8% |
| All | +2,460.3% | +457.8% | +2,002.4% | +1,618.6% |
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 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