+70.0%
SHEL vs CPNG
-21.7%
+91.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | +3.9% | -5.4% | +9.3% | +4.4% |
| 30D | +7.0% | -11.1% | +18.1% | +8.1% |
| 3M | +12.5% | -3.0% | +15.5% | +12.0% |
| 6M | +14.8% | -23.5% | +38.3% | +17.2% |
| YTD | +34.2% | -37.8% | +72.0% | +40.2% |
| 1Y | +37.0% | -54.3% | +91.3% | +48.9% |
| All | +70.0% | -21.7% | +91.7% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 3y: compounded portfolio wealth divided by compounded CPNG 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…
3y analysis · Full analysis span regression · 6 months rolling