+162.6%
SHEL vs CPB
-33.2%
+195.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.8% | +1.2% |
| 7D | +0.8% | -1.6% | +2.3% | +0.9% |
| 30D | -3.6% | +19.2% | -22.8% | -4.5% |
| 3M | +12.0% | -0.9% | +13.0% | +11.9% |
| 6M | +19.7% | +15.2% | +4.5% | +18.4% |
| YTD | +39.6% | -13.1% | +52.7% | +40.9% |
| 1Y | +36.4% | -22.4% | +58.9% | +39.0% |
| 3Y | +70.2% | -35.3% | +105.5% | +74.6% |
| All | +162.6% | -33.2% | +195.9% | +159.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling