+105.3%
SHEL vs CTVA
+208.7%
-103.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | +4.1% | -4.5% | +8.6% | +6.1% |
| 30D | +8.4% | +11.3% | -2.9% | +3.4% |
| 3M | +13.7% | +12.3% | +1.4% | +7.0% |
| 6M | +12.7% | +7.2% | +5.5% | +8.1% |
| YTD | +35.3% | +26.0% | +9.3% | +20.8% |
| 1Y | +39.4% | +16.0% | +23.3% | +28.2% |
| 3Y | +71.5% | +73.9% | -2.4% | +27.0% |
| 5Y | +195.0% | +103.8% | +91.2% | +98.5% |
| All | +105.3% | +208.7% | -103.4% | +4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling