+213.9%
SHEL vs CNP
+145.3%
+68.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -3.9% | -0.1% | -3.8% | -3.9% |
| 30D | -3.7% | +5.0% | -8.7% | -5.9% |
| 3M | +9.1% | +2.7% | +6.4% | +7.5% |
| 6M | +16.7% | -1.9% | +18.6% | +17.0% |
| YTD | +36.8% | +8.8% | +28.1% | +30.5% |
| 1Y | +31.8% | +5.6% | +26.2% | +27.3% |
| 3Y | +67.9% | +63.2% | +4.7% | +28.4% |
| 5Y | +163.3% | +73.8% | +89.6% | +91.6% |
| All | +213.9% | +145.3% | +68.5% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling