+33.3%
SHEL vs CRL
+78.8%
-45.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.3% | +0.6% |
| 7D | +2.2% | -1.0% | +3.3% | +2.2% |
| 30D | +6.8% | +10.7% | -3.8% | +7.4% |
| 3M | +8.1% | +55.3% | -47.2% | +10.0% |
| 6M | +14.4% | +60.7% | -46.2% | +16.7% |
| YTD | +30.0% | +44.6% | -14.7% | +32.2% |
| 1Y | +33.3% | +77.7% | -44.4% | +35.5% |
| All | +33.3% | +78.8% | -45.5% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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