+2,565.5%
SHEL vs CRH
+6,046.1%
-3,480.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | +4.1% | -6.1% | +10.2% | +5.8% |
| 30D | +8.4% | -9.3% | +17.7% | +11.0% |
| 3M | +13.7% | -15.2% | +28.9% | +18.0% |
| 6M | +12.7% | -14.2% | +26.9% | +15.8% |
| YTD | +35.3% | -28.3% | +63.6% | +45.3% |
| 1Y | +39.4% | -21.8% | +61.1% | +45.6% |
| 3Y | +71.5% | +71.6% | -0.2% | +41.1% |
| 5Y | +195.0% | +96.6% | +98.4% | +130.0% |
| 10Y | +211.1% | +253.8% | -42.8% | +108.8% |
| All | +2,565.5% | +6,046.1% | -3,480.6% | +1,137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling