+197.5%
SHEL vs CP
+255.2%
-57.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.5% |
| 7D | -6.7% | +2.8% | -9.5% | -8.1% |
| 30D | -2.9% | +11.0% | -14.0% | -8.3% |
| 3M | +9.1% | +3.8% | +5.2% | +6.4% |
| 6M | +17.9% | +9.5% | +8.4% | +11.4% |
| YTD | +36.0% | +28.2% | +7.8% | +16.8% |
| 1Y | +31.8% | +33.0% | -1.2% | +10.8% |
| 3Y | +66.9% | +35.5% | +31.3% | +33.6% |
| 5Y | +160.6% | +25.8% | +134.8% | +110.5% |
| 10Y | +197.5% | +250.7% | -53.2% | +27.7% |
| All | +197.5% | +255.2% | -57.7% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling