+188.8%
SHEL vs CRS
+1,363.4%
-1,174.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.0% |
| 7D | +4.1% | -6.8% | +10.9% | +5.1% |
| 30D | +8.4% | -16.1% | +24.5% | +11.0% |
| 3M | +13.7% | -21.2% | +34.9% | +17.1% |
| 6M | +12.7% | +8.7% | +4.0% | +9.6% |
| YTD | +35.3% | +41.0% | -5.7% | +25.3% |
| 1Y | +39.4% | +82.7% | -43.3% | +22.4% |
| 3Y | +71.5% | +604.8% | -533.3% | +9.3% |
| All | +188.8% | +1,363.4% | -1,174.6% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling