+192.5%
SHEL vs CTVA
+102.0%
+90.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +3.9% | -4.7% | +8.6% | +5.6% |
| 30D | +7.0% | +11.1% | -4.1% | +3.1% |
| 3M | +12.5% | +13.7% | -1.2% | +6.5% |
| 6M | +14.8% | +11.2% | +3.6% | +9.4% |
| YTD | +34.2% | +26.9% | +7.3% | +22.0% |
| 1Y | +37.0% | +18.8% | +18.2% | +26.9% |
| 3Y | +70.9% | +75.9% | -5.1% | +32.8% |
| 5Y | +192.5% | +105.2% | +87.3% | +113.5% |
| All | +192.5% | +102.0% | +90.6% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling