+69.4%
SHEL vs CRL
+38.7%
+30.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | +3.0% | -4.6% | +7.6% | +3.3% |
| 30D | +7.2% | +0.5% | +6.7% | +7.1% |
| 3M | +12.9% | +46.6% | -33.7% | +9.6% |
| 6M | +13.7% | +57.3% | -43.6% | +9.4% |
| YTD | +33.7% | +39.5% | -5.9% | +29.9% |
| 1Y | +37.9% | +76.9% | -39.0% | +30.1% |
| All | +69.4% | +38.7% | +30.7% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling