+34.0%
CCL vs SHEL
+166.4%
-132.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.6% |
| 7D | -0.3% | -1.6% | +1.2% | +0.1% |
| 30D | +10.3% | -4.3% | +14.6% | +11.5% |
| 3M | +6.6% | +10.4% | -3.8% | +2.2% |
| 6M | +20.0% | +17.5% | +2.5% | +11.5% |
| YTD | -1.9% | +37.8% | -39.7% | -17.2% |
| 1Y | +10.4% | +33.8% | -23.3% | -5.4% |
| 3Y | +134.8% | +69.1% | +65.7% | +74.9% |
| 5Y | +34.0% | +165.7% | -131.7% | -35.9% |
| All | +34.0% | +166.4% | -132.4% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling