+190.2%
SHEL vs CNH
+7.1%
+183.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.6% | +8.1% | +3.9% |
| 7D | +1.9% | +8.8% | -6.9% | -0.3% |
| 30D | +8.7% | +24.7% | -16.0% | +2.5% |
| 3M | +11.0% | +27.3% | -16.4% | +3.5% |
| 6M | +14.6% | +23.2% | -8.6% | +6.9% |
| YTD | +33.3% | +48.9% | -15.6% | +16.7% |
| 1Y | +37.9% | +19.4% | +18.5% | +28.9% |
| 3Y | +69.7% | +7.8% | +62.0% | +60.1% |
| 5Y | +190.2% | +8.7% | +181.4% | +157.2% |
| All | +190.2% | +7.1% | +183.0% | +157.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling