+207.5%
SHEL vs CSGP
+63.3%
+144.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.7% | -0.2% |
| 7D | -8.8% | +1.3% | -10.1% | -9.1% |
| 30D | +2.3% | +10.7% | -8.4% | 0.0% |
| 3M | +11.6% | +3.3% | +8.3% | +10.0% |
| 6M | +15.7% | -10.3% | +26.0% | +16.4% |
| YTD | +38.6% | -54.6% | +93.1% | +57.3% |
| 1Y | +38.5% | -54.6% | +93.1% | +57.1% |
| 3Y | +66.9% | -60.3% | +127.2% | +91.0% |
| 5Y | +160.6% | -63.3% | +223.9% | +199.0% |
| All | +207.5% | +63.3% | +144.2% | +198.6% |
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