+74.0%
SHEL vs CORZ
+213.0%
-139.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.5% |
| 7D | +3.9% | -3.0% | +6.9% | +4.0% |
| 30D | +7.0% | -12.1% | +19.1% | +7.3% |
| 3M | +12.5% | -32.4% | +44.9% | +13.5% |
| 6M | +14.8% | +12.4% | +2.4% | +13.5% |
| YTD | +34.2% | +19.3% | +14.9% | +32.4% |
| 1Y | +37.0% | +8.6% | +28.4% | +35.2% |
| All | +74.0% | +213.0% | -139.0% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 3y: compounded portfolio wealth divided by compounded CORZ 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…
3y analysis · Full analysis span regression · 6 months rolling