+216.1%
SHEL vs CPB
-40.8%
+256.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -1.6% | -5.8% | +4.2% | -1.3% |
| 30D | -4.3% | +16.5% | -20.8% | -5.0% |
| 3M | +10.4% | -1.1% | +11.5% | +10.3% |
| 6M | +17.5% | +11.5% | +6.1% | +16.7% |
| YTD | +37.8% | -15.7% | +53.6% | +38.7% |
| 1Y | +33.8% | -24.7% | +58.5% | +35.5% |
| 3Y | +69.1% | -37.3% | +106.4% | +72.4% |
| 5Y | +165.7% | -35.0% | +200.7% | +170.1% |
| All | +216.1% | -40.8% | +256.9% | +231.3% |
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