+188.8%
SHEL vs COPX
+163.4%
+25.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +4.1% | -2.3% | +6.5% | +4.7% |
| 30D | +8.4% | +0.3% | +8.1% | +7.9% |
| 3M | +13.7% | +6.8% | +6.9% | +10.4% |
| 6M | +12.7% | +7.9% | +4.8% | +7.2% |
| YTD | +35.3% | +23.7% | +11.6% | +21.1% |
| 1Y | +39.4% | +71.5% | -32.2% | +9.3% |
| 3Y | +71.5% | +149.1% | -77.6% | +10.6% |
| All | +188.8% | +163.4% | +25.4% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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