+188.8%
SHEL vs CPNG
-49.8%
+238.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | +0.6% |
| 7D | +4.1% | -1.1% | +5.2% | +4.2% |
| 30D | +8.4% | -7.4% | +15.7% | +9.0% |
| 3M | +13.7% | -12.3% | +26.1% | +14.7% |
| 6M | +12.7% | -19.4% | +32.1% | +14.1% |
| YTD | +35.3% | -35.9% | +71.2% | +39.6% |
| 1Y | +39.4% | -53.4% | +92.8% | +47.9% |
| 3Y | +71.5% | -20.0% | +91.5% | +71.6% |
| All | +188.8% | -49.8% | +238.6% | +185.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling