+43.3%
SHEL vs CNC
+122.0%
-78.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +12.6% | -14.9% | -2.1% |
| 7D | -3.2% | +13.4% | -16.5% | -3.1% |
| 30D | +5.5% | +18.2% | -12.7% | +5.6% |
| 3M | +14.4% | +18.6% | -4.3% | +14.4% |
| 6M | +16.2% | +41.9% | -25.8% | +15.7% |
| YTD | +42.4% | +84.7% | -42.3% | +39.5% |
| 1Y | +43.3% | +110.5% | -67.2% | +40.7% |
| All | +43.3% | +122.0% | -78.7% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling