+102.2%
SHEL vs CTVA
+216.1%
-113.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.8% | +3.5% |
| 7D | +1.9% | -2.1% | +4.0% | +2.8% |
| 30D | +8.7% | +12.0% | -3.4% | +3.4% |
| 3M | +11.0% | +13.5% | -2.5% | +4.0% |
| 6M | +14.6% | +12.1% | +2.4% | +7.8% |
| YTD | +33.3% | +29.0% | +4.3% | +17.8% |
| 1Y | +37.9% | +18.9% | +19.0% | +25.5% |
| 3Y | +69.7% | +78.9% | -9.1% | +24.2% |
| 5Y | +190.2% | +105.2% | +84.9% | +94.9% |
| All | +102.2% | +216.1% | -113.8% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling