+225.9%
SHEL vs CPAY
+1,533.9%
-1,308.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +3.9% | -2.7% | +6.6% | +4.9% |
| 30D | +7.0% | +0.6% | +6.4% | +6.6% |
| 3M | +12.5% | +17.0% | -4.5% | +6.0% |
| 6M | +14.8% | +24.1% | -9.4% | +5.0% |
| YTD | +34.2% | +35.7% | -1.6% | +16.9% |
| 1Y | +37.0% | +34.0% | +3.0% | +19.2% |
| 3Y | +70.9% | +50.3% | +20.6% | +36.8% |
| 5Y | +192.5% | +56.7% | +135.9% | +124.6% |
| 10Y | +208.5% | +153.9% | +54.5% | +98.6% |
| All | +225.9% | +1,533.9% | -1,308.0% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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