+37.0%
SHEL vs COR
+8.7%
+28.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | +3.9% | -4.8% | +8.8% | +4.0% |
| 30D | +7.0% | -3.7% | +10.6% | +7.0% |
| 3M | +12.5% | +14.3% | -1.8% | +12.5% |
| 6M | +14.8% | -8.5% | +23.3% | +13.1% |
| YTD | +34.2% | -4.4% | +38.6% | +33.7% |
| 1Y | +37.0% | +9.1% | +27.9% | +38.2% |
| All | +37.0% | +8.7% | +28.3% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling