+31.8%
SHEL vs CP
+32.8%
-1.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | -6.7% | +2.8% | -9.5% | -6.8% |
| 30D | -2.9% | +11.0% | -14.0% | -3.7% |
| 3M | +9.1% | +3.8% | +5.2% | +8.6% |
| 6M | +17.9% | +9.5% | +8.4% | +16.6% |
| YTD | +36.0% | +28.2% | +7.8% | +28.8% |
| 1Y | +31.8% | +33.0% | -1.2% | +23.7% |
| All | +31.8% | +32.8% | -1.0% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling