+2,460.3%
SHEL vs CNP
+1,826.3%
+633.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.9% |
| 7D | +2.2% | +1.1% | +1.1% | +1.9% |
| 30D | +6.8% | -1.8% | +8.7% | +7.3% |
| 3M | +8.1% | -4.6% | +12.8% | +9.3% |
| 6M | +14.4% | -8.8% | +23.3% | +16.9% |
| YTD | +30.0% | +5.2% | +24.7% | +27.9% |
| 1Y | +33.3% | +8.3% | +25.0% | +30.0% |
| 3Y | +66.4% | +54.9% | +11.6% | +46.3% |
| 5Y | +178.6% | +73.5% | +105.1% | +136.4% |
| 10Y | +198.4% | +139.1% | +59.3% | +129.6% |
| All | +2,460.3% | +1,826.3% | +633.9% | +1,268.2% |
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