+2,629.4%
SHEL vs CP
+7,734.8%
-5,105.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.4% |
| 7D | -8.8% | +2.8% | -11.6% | -9.9% |
| 30D | +2.3% | +10.2% | -7.9% | -1.6% |
| 3M | +11.6% | +2.4% | +9.2% | +10.2% |
| 6M | +15.7% | +7.7% | +8.0% | +11.7% |
| YTD | +38.6% | +26.0% | +12.6% | +25.0% |
| 1Y | +38.5% | +34.6% | +3.8% | +21.7% |
| 3Y | +66.9% | +26.7% | +40.2% | +47.5% |
| 5Y | +160.6% | +24.9% | +135.7% | +128.0% |
| 10Y | +214.1% | +258.6% | -44.5% | +85.2% |
| All | +2,629.4% | +7,734.8% | -5,105.4% | +580.8% |
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