+207.4%
SHEL vs CPB
-45.5%
+252.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.6% |
| 7D | +3.9% | -5.4% | +9.3% | +4.2% |
| 30D | +7.0% | -7.8% | +14.8% | +7.3% |
| 3M | +12.5% | -6.9% | +19.4% | +12.7% |
| 6M | +14.8% | -12.2% | +27.0% | +15.3% |
| YTD | +34.2% | -21.1% | +55.2% | +35.5% |
| 1Y | +37.0% | -33.5% | +70.5% | +39.7% |
| 3Y | +70.9% | -43.2% | +114.1% | +75.1% |
| 5Y | +192.5% | -40.9% | +233.4% | +198.8% |
| All | +207.4% | -45.5% | +252.9% | +229.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling