+188.8%
SHEL vs CRH
+93.9%
+94.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | +4.1% | -6.1% | +10.2% | +5.2% |
| 30D | +8.4% | -9.3% | +17.7% | +10.1% |
| 3M | +13.7% | -15.2% | +28.9% | +16.6% |
| 6M | +12.7% | -14.2% | +26.9% | +14.7% |
| YTD | +35.3% | -28.3% | +63.6% | +43.0% |
| 1Y | +39.4% | -21.8% | +61.1% | +43.7% |
| 3Y | +71.5% | +71.6% | -0.2% | +36.9% |
| All | +188.8% | +93.9% | +94.9% | +121.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling