+134.5%
CCL vs SHEL
+69.1%
+65.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.4% |
| 7D | -0.3% | -1.6% | +1.2% | -0.3% |
| 30D | +10.3% | -4.3% | +14.6% | +10.2% |
| 3M | +6.6% | +10.4% | -3.8% | +5.7% |
| 6M | +20.0% | +17.5% | +2.5% | +18.3% |
| YTD | -1.9% | +37.8% | -39.7% | -9.9% |
| 1Y | +10.4% | +33.8% | -23.3% | +2.6% |
| All | +134.5% | +69.1% | +65.3% | +103.0% |
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