+581.3%
SHEL vs CNC
+5,399.6%
-4,818.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | +3.9% | -3.9% | +7.8% | +4.5% |
| 30D | +7.0% | +0.8% | +6.2% | +6.7% |
| 3M | +12.5% | +0.1% | +12.4% | +12.1% |
| 6M | +14.8% | +79.7% | -64.9% | +4.0% |
| YTD | +34.2% | +58.9% | -24.8% | +23.2% |
| 1Y | +37.0% | +109.1% | -72.1% | +19.7% |
| 3Y | +70.9% | 0.0% | +70.9% | +61.7% |
| 5Y | +192.5% | +9.5% | +183.0% | +168.3% |
| 10Y | +208.5% | +95.7% | +112.8% | +152.0% |
| All | +581.3% | +5,399.6% | -4,818.3% | +238.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling