+210.0%
SHEL vs CNC
+99.9%
+110.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.6% |
| 7D | +4.1% | -0.9% | +5.0% | +4.2% |
| 30D | +8.4% | -1.0% | +9.3% | +8.5% |
| 3M | +13.7% | +4.5% | +9.2% | +12.5% |
| 6M | +12.7% | +85.2% | -72.5% | +1.0% |
| YTD | +35.3% | +61.4% | -26.1% | +23.2% |
| 1Y | +39.4% | +94.9% | -55.5% | +22.0% |
| 3Y | +71.5% | 0.0% | +71.5% | +62.5% |
| 5Y | +195.0% | +11.2% | +183.8% | +163.0% |
| All | +210.0% | +99.9% | +110.1% | +151.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling