+2,595.5%
SHEL vs CP
+7,870.8%
-5,275.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.9% | -0.7% | -3.2% | -3.7% |
| 30D | -3.7% | +9.6% | -13.3% | -7.2% |
| 3M | +9.1% | +2.2% | +6.8% | +7.8% |
| 6M | +16.7% | +11.1% | +5.6% | +11.3% |
| YTD | +36.8% | +28.2% | +8.7% | +22.7% |
| 1Y | +31.8% | +32.2% | -0.4% | +16.7% |
| 3Y | +67.9% | +35.5% | +32.4% | +44.5% |
| 5Y | +163.3% | +26.8% | +136.6% | +129.1% |
| 10Y | +210.7% | +256.9% | -46.2% | +83.3% |
| All | +2,595.5% | +7,870.8% | -5,275.3% | +567.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling