+2,595.5%
SHEL vs CNP
+1,890.9%
+704.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -3.9% | -0.1% | -3.8% | -3.9% |
| 30D | -3.7% | +5.0% | -8.7% | -4.9% |
| 3M | +9.1% | +2.7% | +6.4% | +8.2% |
| 6M | +16.7% | -1.9% | +18.6% | +16.9% |
| YTD | +36.8% | +8.8% | +28.1% | +33.3% |
| 1Y | +31.8% | +5.6% | +26.2% | +29.4% |
| 3Y | +67.9% | +63.2% | +4.7% | +45.5% |
| 5Y | +163.3% | +73.8% | +89.6% | +123.5% |
| 10Y | +210.7% | +144.0% | +66.7% | +137.6% |
| All | +2,595.5% | +1,890.9% | +704.6% | +1,326.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling