+413.9%
SHEL vs CRL
+1,379.5%
-965.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.3% | +1.0% |
| 7D | +2.2% | -1.0% | +3.3% | +2.4% |
| 30D | +6.8% | +10.7% | -3.8% | +4.6% |
| 3M | +8.1% | +55.3% | -47.2% | -2.0% |
| 6M | +14.4% | +60.7% | -46.2% | +1.9% |
| YTD | +30.0% | +44.6% | -14.7% | +17.8% |
| 1Y | +33.3% | +77.7% | -44.4% | +14.8% |
| 3Y | +66.4% | +37.6% | +28.8% | +44.7% |
| 5Y | +178.6% | -35.8% | +214.4% | +181.0% |
| 10Y | +198.4% | +241.7% | -43.3% | +94.9% |
| All | +413.9% | +1,379.5% | -965.6% | +146.9% |
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