+192.3%
SHEL vs CNP
+70.6%
+121.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +3.0% | +0.7% | +2.4% | +2.8% |
| 30D | +7.2% | -0.1% | +7.3% | +7.2% |
| 3M | +12.9% | -5.6% | +18.5% | +14.5% |
| 6M | +13.7% | -7.5% | +21.2% | +15.8% |
| YTD | +33.7% | +5.5% | +28.2% | +31.1% |
| 1Y | +37.9% | +8.3% | +29.5% | +34.0% |
| 3Y | +70.2% | +51.8% | +18.5% | +47.2% |
| 5Y | +192.3% | +69.9% | +122.5% | +143.8% |
| All | +192.3% | +70.6% | +121.7% | +143.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling