+33.3%
SHEL vs CPB
-32.6%
+65.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.5% |
| 7D | +2.2% | -8.6% | +10.8% | +1.7% |
| 30D | +6.8% | -7.2% | +14.1% | +6.4% |
| 3M | +8.1% | +0.9% | +7.2% | +8.4% |
| 6M | +14.4% | -11.8% | +26.2% | +14.2% |
| YTD | +30.0% | -19.4% | +49.4% | +30.0% |
| 1Y | +33.3% | -30.4% | +63.7% | +33.8% |
| All | +33.3% | -32.6% | +65.9% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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