+21.9%
CCL vs SHEL
+43.6%
-21.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.2% | +9.5% | +6.0% |
| 7D | +11.6% | -3.2% | +14.8% | +9.7% |
| 30D | +22.5% | +5.5% | +17.0% | +26.1% |
| 3M | +6.4% | +14.4% | -8.0% | +14.6% |
| 6M | +23.4% | +16.2% | +7.2% | +35.3% |
| YTD | +4.2% | +42.4% | -38.2% | +11.0% |
| 1Y | +21.9% | +43.3% | -21.4% | +28.5% |
| All | +21.9% | +43.6% | -21.7% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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