+444.9%
SHEL vs CRL
+1,647.7%
-1,202.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.8% |
| 7D | -1.6% | +8.9% | -10.4% | -3.4% |
| 30D | -4.3% | +14.0% | -18.3% | -7.2% |
| 3M | +10.4% | +19.8% | -9.5% | +5.7% |
| 6M | +17.5% | +102.0% | -84.5% | -0.1% |
| YTD | +37.8% | +70.8% | -33.0% | +20.0% |
| 1Y | +33.8% | +98.7% | -64.9% | +12.6% |
| 3Y | +69.1% | +98.2% | -29.1% | +35.2% |
| 5Y | +165.7% | -11.7% | +177.4% | +149.1% |
| 10Y | +212.9% | +356.7% | -143.8% | +91.6% |
| All | +444.9% | +1,647.7% | -1,202.9% | +151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling