+188.8%
SHEL vs CNC
+10.7%
+178.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.8% |
| 7D | +4.1% | -0.9% | +5.0% | +4.1% |
| 30D | +8.4% | -1.0% | +9.3% | +8.4% |
| 3M | +13.7% | +4.5% | +9.2% | +13.4% |
| 6M | +12.7% | +85.2% | -72.5% | +9.2% |
| YTD | +35.3% | +61.4% | -26.1% | +31.6% |
| 1Y | +39.4% | +94.9% | -55.5% | +34.1% |
| 3Y | +71.5% | 0.0% | +71.5% | +69.1% |
| All | +188.8% | +10.7% | +178.1% | +185.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling