+43.3%
SHEL vs CRS
-3.8%
+47.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -2.3% |
| 7D | -3.2% | +4.3% | -7.5% | -3.0% |
| 30D | +5.5% | -25.5% | +31.0% | +4.2% |
| 3M | +14.4% | -48.7% | +63.1% | +10.9% |
| 6M | +16.2% | -31.6% | +47.8% | +12.9% |
| YTD | +42.4% | -7.0% | +49.5% | +35.2% |
| 1Y | +43.3% | -4.5% | +47.8% | +35.5% |
| All | +43.3% | -3.8% | +47.1% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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