+1,192.5%
SHEL vs COR
+17,211.5%
-16,019.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +2.9% |
| 7D | +1.9% | -1.9% | +3.8% | +2.3% |
| 30D | +8.7% | +1.5% | +7.1% | +8.2% |
| 3M | +11.0% | +18.7% | -7.7% | +7.1% |
| 6M | +14.6% | -9.0% | +23.6% | +15.9% |
| YTD | +33.3% | -3.3% | +36.6% | +32.9% |
| 1Y | +37.9% | +9.8% | +28.0% | +33.7% |
| 3Y | +69.7% | +87.4% | -17.6% | +46.3% |
| 5Y | +190.1% | +180.5% | +9.6% | +129.2% |
| 10Y | +197.0% | +398.1% | -201.1% | +105.2% |
| All | +1,192.5% | +17,211.5% | -16,019.0% | +450.6% |
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