+745.4%
SHEL vs CNI
+6,494.7%
-5,749.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +3.0% | +0.9% | +2.2% | +2.6% |
| 30D | +7.2% | -2.1% | +9.3% | +8.2% |
| 3M | +12.9% | +1.8% | +11.1% | +11.5% |
| 6M | +13.7% | +14.8% | -1.1% | +5.1% |
| YTD | +33.7% | +25.4% | +8.3% | +17.8% |
| 1Y | +37.9% | +32.9% | +4.9% | +17.8% |
| 3Y | +70.2% | +20.2% | +50.1% | +50.2% |
| 5Y | +192.3% | +12.2% | +180.2% | +162.8% |
| 10Y | +207.3% | +136.0% | +71.3% | +92.7% |
| All | +745.4% | +6,494.7% | -5,749.2% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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