+33.8%
SHEL vs CRL
+97.0%
-63.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.7% |
| 7D | -1.6% | +8.9% | -10.4% | -1.2% |
| 30D | -4.3% | +14.0% | -18.3% | -3.4% |
| 3M | +10.4% | +19.8% | -9.5% | +11.8% |
| 6M | +17.5% | +102.0% | -84.5% | +21.8% |
| YTD | +37.8% | +70.8% | -33.0% | +41.0% |
| 1Y | +33.8% | +98.7% | -64.9% | +34.0% |
| All | +33.8% | +97.0% | -63.2% | +34.0% |
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