+220.3%
SHEL vs CNH
+106.0%
+114.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +0.8% | +3.0% | -2.2% | -0.6% |
| 30D | -3.6% | -0.6% | -3.0% | -3.9% |
| 3M | +12.0% | +14.6% | -2.6% | +4.8% |
| 6M | +19.7% | +11.8% | +7.9% | +11.3% |
| YTD | +39.6% | +30.4% | +9.2% | +19.8% |
| 1Y | +36.4% | +19.1% | +17.4% | +21.2% |
| 3Y | +70.2% | +30.2% | +40.0% | +37.7% |
| 5Y | +169.2% | -17.8% | +187.1% | +157.9% |
| All | +220.3% | +106.0% | +114.3% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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