+1,254.2%
SHEL vs COR
+19,078.6%
-17,824.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.6% | +0.8% |
| 7D | +0.8% | +7.8% | -7.1% | -0.7% |
| 30D | -3.6% | +7.0% | -10.6% | -4.9% |
| 3M | +12.0% | +16.3% | -4.2% | +8.6% |
| 6M | +19.7% | +41.3% | -21.6% | +11.4% |
| YTD | +39.6% | +7.1% | +32.5% | +36.2% |
| 1Y | +36.4% | -0.8% | +37.3% | +35.1% |
| 3Y | +70.2% | +85.0% | -14.8% | +47.0% |
| 5Y | +169.2% | +203.9% | -34.6% | +109.3% |
| 10Y | +217.1% | +510.3% | -293.2% | +111.5% |
| All | +1,254.2% | +19,078.6% | -17,824.4% | +464.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling