+43.3%
SHEL vs CTVA
+33.4%
+9.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.4% | -2.6% |
| 7D | -3.2% | +8.2% | -11.4% | -4.2% |
| 30D | +5.5% | -1.0% | +6.6% | +5.0% |
| 3M | +14.4% | +4.6% | +9.8% | +12.2% |
| 6M | +16.2% | +0.5% | +15.7% | +13.3% |
| YTD | +42.4% | +22.7% | +19.7% | +31.0% |
| 1Y | +43.3% | +32.0% | +11.3% | +29.3% |
| All | +43.3% | +33.4% | +9.8% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling