+165.7%
SHEL vs COR
+193.1%
-27.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.7% |
| 7D | -1.6% | +2.9% | -4.4% | -1.9% |
| 30D | -4.3% | +5.8% | -10.1% | -5.1% |
| 3M | +10.4% | +11.4% | -1.0% | +8.6% |
| 6M | +17.5% | +34.5% | -16.9% | +12.4% |
| YTD | +37.8% | +4.1% | +33.7% | +36.1% |
| 1Y | +33.8% | -3.1% | +36.9% | +34.0% |
| 3Y | +69.1% | +80.9% | -11.8% | +40.7% |
| 5Y | +165.7% | +195.1% | -29.4% | +69.8% |
| All | +165.7% | +193.1% | -27.4% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling