+49.0%
CCL vs SHEL
+68.4%
-19.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.2% |
| 7D | -4.4% | +3.0% | -7.4% | -4.6% |
| 30D | -18.2% | +7.2% | -25.4% | -18.6% |
| 3M | -17.7% | +12.9% | -30.6% | -18.4% |
| 6M | -13.0% | +13.7% | -26.7% | -14.9% |
| YTD | -24.5% | +33.7% | -58.1% | -30.2% |
| 1Y | -26.9% | +37.9% | -64.8% | -33.3% |
| All | +49.0% | +68.4% | -19.4% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling