+179.0%
SHEL vs CSGP
-64.7%
+243.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.9% |
| 7D | +2.2% | -4.1% | +6.3% | +2.6% |
| 30D | +6.8% | +2.3% | +4.5% | +6.5% |
| 3M | +8.1% | -8.2% | +16.3% | +8.8% |
| 6M | +14.4% | -35.1% | +49.5% | +19.4% |
| YTD | +30.0% | -54.0% | +84.0% | +40.7% |
| 1Y | +33.3% | -65.3% | +98.6% | +49.6% |
| 3Y | +66.4% | -62.6% | +129.0% | +82.9% |
| All | +179.0% | -64.7% | +243.7% | +208.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling