+2,533.2%
SHEL vs CRS
+9,806.3%
-7,273.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.0% | -0.5% | +3.6% | +3.1% |
| 30D | +7.2% | -18.1% | +25.3% | +13.1% |
| 3M | +12.9% | -12.4% | +25.3% | +15.9% |
| 6M | +13.7% | +15.9% | -2.2% | +6.4% |
| YTD | +33.7% | +45.8% | -12.2% | +16.4% |
| 1Y | +37.9% | +87.8% | -49.9% | +10.2% |
| 3Y | +70.2% | +648.7% | -578.5% | -15.0% |
| 5Y | +192.3% | +1,416.6% | -1,224.3% | +11.5% |
| 10Y | +207.3% | +1,412.7% | -1,205.4% | +5.8% |
| All | +2,533.2% | +9,806.3% | -7,273.0% | +481.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling