+43.3%
SHEL vs CPB
-18.4%
+61.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.9% | -8.2% | -2.0% |
| 7D | -3.2% | +13.0% | -16.1% | -2.7% |
| 30D | +5.5% | +20.5% | -15.0% | +6.2% |
| 3M | +14.4% | +2.2% | +12.2% | +14.2% |
| 6M | +16.2% | +15.4% | +0.8% | +16.8% |
| YTD | +42.4% | -12.3% | +54.7% | +43.4% |
| 1Y | +43.3% | -18.0% | +61.2% | +45.4% |
| All | +43.3% | -18.4% | +61.7% | +45.4% |
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