+179.0%
SHEL vs CP
+32.0%
+147.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | +2.2% | -2.7% | +4.9% | +3.0% |
| 30D | +6.8% | +0.2% | +6.7% | +6.6% |
| 3M | +8.1% | +2.6% | +5.5% | +7.0% |
| 6M | +14.4% | +6.0% | +8.4% | +11.6% |
| YTD | +30.0% | +24.9% | +5.0% | +19.6% |
| 1Y | +33.3% | +20.1% | +13.2% | +24.3% |
| 3Y | +66.4% | +16.4% | +50.1% | +53.9% |
| All | +179.0% | +32.0% | +147.0% | +137.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling