+2,614.8%
SHEL vs CNP
+1,888.5%
+726.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.6% | +2.5% | -4.0% | -2.2% |
| 30D | -4.3% | +4.0% | -8.3% | -5.3% |
| 3M | +10.4% | +1.6% | +8.7% | +9.8% |
| 6M | +17.5% | -1.7% | +19.2% | +17.7% |
| YTD | +37.8% | +8.6% | +29.2% | +34.3% |
| 1Y | +33.8% | +5.8% | +28.0% | +31.3% |
| 3Y | +69.1% | +63.0% | +6.1% | +46.6% |
| 5Y | +165.7% | +74.7% | +91.0% | +125.2% |
| 10Y | +212.9% | +143.7% | +69.2% | +139.4% |
| All | +2,614.8% | +1,888.5% | +726.3% | +1,337.5% |
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