+37.0%
SHEL vs CNH
+20.2%
+16.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.3% |
| 7D | +3.9% | -2.5% | +6.4% | +3.8% |
| 30D | +7.0% | +27.0% | -20.0% | +7.6% |
| 3M | +12.5% | +32.6% | -20.1% | +13.2% |
| 6M | +14.8% | +23.6% | -8.8% | +15.6% |
| YTD | +34.2% | +47.8% | -13.7% | +34.7% |
| 1Y | +37.0% | +21.3% | +15.7% | +40.7% |
| All | +37.0% | +20.2% | +16.8% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling