+39.2%
SHEL vs CRBG
+13.0%
+26.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | -2.0% |
| 7D | -7.0% | -3.0% | -4.0% | -7.1% |
| 30D | +2.6% | -2.6% | +5.2% | +2.5% |
| 3M | +15.1% | +2.7% | +12.4% | +15.3% |
| 6M | +13.6% | +22.2% | -8.6% | +14.3% |
| YTD | +40.0% | +16.5% | +23.5% | +42.5% |
| 1Y | +39.2% | +16.9% | +22.3% | +41.3% |
| All | +39.2% | +13.0% | +26.2% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling