+70.0%
SHEL vs CRS
+620.4%
-550.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.5% |
| 7D | +3.9% | -4.1% | +8.0% | +4.2% |
| 30D | +7.0% | -16.6% | +23.5% | +8.3% |
| 3M | +12.5% | -14.3% | +26.8% | +13.3% |
| 6M | +14.8% | +11.6% | +3.2% | +12.4% |
| YTD | +34.2% | +42.6% | -8.4% | +27.6% |
| 1Y | +37.0% | +81.8% | -44.8% | +26.2% |
| All | +70.0% | +620.4% | -550.4% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling