+204.1%
SHEL vs CSGP
+72.5%
+131.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.6% |
| 7D | -5.8% | -1.8% | -4.0% | -5.5% |
| 30D | -1.3% | +5.3% | -6.6% | -2.7% |
| 3M | +12.7% | +3.3% | +9.4% | +11.1% |
| 6M | +19.9% | -4.7% | +24.5% | +19.4% |
| YTD | +38.3% | -53.5% | +91.8% | +56.3% |
| 1Y | +35.7% | -53.7% | +89.4% | +53.4% |
| 3Y | +71.7% | -59.7% | +131.5% | +96.1% |
| 5Y | +158.4% | -62.5% | +220.9% | +195.5% |
| 10Y | +204.1% | +67.3% | +136.8% | +194.4% |
| All | +204.1% | +72.5% | +131.5% | +194.4% |
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