+2,460.3%
SHEL vs CPB
+325.7%
+2,134.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.4% |
| 7D | +2.2% | -8.6% | +10.8% | +4.1% |
| 30D | +6.8% | -7.2% | +14.1% | +8.3% |
| 3M | +8.1% | +0.9% | +7.2% | +7.3% |
| 6M | +14.4% | -11.8% | +26.2% | +16.5% |
| YTD | +30.0% | -19.4% | +49.4% | +34.5% |
| 1Y | +33.3% | -30.4% | +63.7% | +42.0% |
| 3Y | +66.4% | -40.2% | +106.6% | +80.7% |
| 5Y | +178.6% | -39.5% | +218.1% | +197.9% |
| 10Y | +198.4% | -47.4% | +245.8% | +216.0% |
| All | +2,460.3% | +325.7% | +2,134.5% | +1,761.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling