+171.5%
SHEL vs CNH
+64.7%
+106.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.4% | -0.8% |
| 7D | +2.2% | +23.3% | -21.0% | -5.5% |
| 30D | +6.8% | +33.5% | -26.6% | -4.5% |
| 3M | +8.1% | +32.7% | -24.6% | -4.1% |
| 6M | +14.4% | +22.2% | -7.8% | +3.3% |
| YTD | +30.0% | +57.7% | -27.7% | +5.5% |
| 1Y | +33.3% | +28.0% | +5.3% | +16.8% |
| 3Y | +66.4% | +11.5% | +54.9% | +47.8% |
| 5Y | +178.6% | +11.9% | +166.7% | +138.0% |
| 10Y | +198.4% | +162.8% | +35.6% | +64.7% |
| All | +171.5% | +64.7% | +106.8% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling