+197.5%
SHEL vs CSGP
+61.5%
+136.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.1% |
| 7D | -6.7% | -3.2% | -3.5% | -6.2% |
| 30D | -2.9% | +2.2% | -5.1% | -3.8% |
| 3M | +9.1% | -3.7% | +12.7% | +8.9% |
| 6M | +17.9% | -7.4% | +25.4% | +18.0% |
| YTD | +36.0% | -54.9% | +90.9% | +54.6% |
| 1Y | +31.8% | -54.9% | +86.7% | +49.6% |
| 3Y | +66.9% | -61.9% | +128.8% | +92.7% |
| 5Y | +160.6% | -63.1% | +223.7% | +198.3% |
| 10Y | +197.5% | +65.1% | +132.4% | +189.7% |
| All | +197.5% | +61.5% | +136.1% | +189.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling