+255.0%
SHEL vs COPX
+200.8%
+54.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +3.0% | +6.0% | -3.0% | +0.5% |
| 30D | +7.2% | +6.4% | +0.8% | +4.1% |
| 3M | +12.9% | +19.3% | -6.4% | +2.9% |
| 6M | +13.7% | +16.2% | -2.5% | +2.2% |
| YTD | +33.7% | +33.2% | +0.5% | +11.5% |
| 1Y | +37.9% | +90.2% | -52.4% | -3.6% |
| 3Y | +70.2% | +175.7% | -105.4% | -4.7% |
| 5Y | +192.3% | +193.1% | -0.8% | +52.9% |
| 10Y | +207.3% | +619.4% | -412.1% | -2.8% |
| All | +255.0% | +200.8% | +54.2% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling