+188.8%
SHEL vs CNH
+46.6%
+142.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.9% | -11.1% | -4.1% |
| 7D | -5.8% | +8.6% | -14.3% | -8.8% |
| 30D | -1.3% | +12.6% | -13.9% | -5.8% |
| 3M | +12.7% | +17.5% | -4.8% | +4.6% |
| 6M | +19.9% | +18.1% | +1.8% | +9.5% |
| YTD | +38.3% | +40.4% | -2.1% | +16.0% |
| 1Y | +35.7% | +34.0% | +1.7% | +15.5% |
| 3Y | +71.7% | +35.3% | +36.4% | +38.5% |
| 5Y | +158.4% | -5.1% | +163.5% | +133.7% |
| 10Y | +204.1% | +124.0% | +80.0% | +76.7% |
| All | +188.8% | +46.6% | +142.2% | +70.0% |
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