-42.6%
CCL vs SHEL
+214.0%
-256.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.6% |
| 7D | -3.2% | +4.1% | -7.3% | -6.1% |
| 30D | -17.8% | +8.4% | -26.2% | -22.7% |
| 3M | -18.7% | +13.7% | -32.4% | -27.1% |
| 6M | -11.4% | +12.7% | -24.1% | -21.6% |
| YTD | -24.3% | +35.3% | -59.6% | -42.7% |
| 1Y | -28.8% | +39.4% | -68.2% | -47.5% |
| 3Y | +49.3% | +71.5% | -22.1% | -10.5% |
| 5Y | +1.6% | +195.0% | -193.4% | -64.7% |
| All | -42.6% | +214.0% | -256.6% | -78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling