+115.4%
SHEL vs CRBG
+117.3%
-1.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | +4.1% | +0.6% | +3.5% | +4.0% |
| 30D | +8.4% | +2.6% | +5.7% | +7.8% |
| 3M | +13.7% | +24.0% | -10.3% | +8.7% |
| 6M | +12.7% | +50.5% | -37.8% | +3.0% |
| YTD | +35.3% | +17.1% | +18.2% | +30.3% |
| 1Y | +39.4% | +5.9% | +33.5% | +37.1% |
| 3Y | +71.5% | +122.7% | -51.3% | +32.4% |
| All | +115.4% | +117.3% | -1.9% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling