+43.3%
SHEL vs CRH
-13.9%
+57.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.6% | -7.9% | -1.5% |
| 7D | -3.2% | +14.2% | -17.3% | -1.4% |
| 30D | +5.5% | +19.5% | -14.0% | +8.1% |
| 3M | +14.4% | +0.4% | +14.0% | +14.6% |
| 6M | +16.2% | -10.1% | +26.3% | +15.8% |
| YTD | +42.4% | -19.9% | +62.4% | +42.6% |
| 1Y | +43.3% | -14.8% | +58.1% | +43.5% |
| All | +43.3% | -13.9% | +57.1% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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