+1,038.6%
CCL vs SHEL
+2,614.8%
-1,576.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.6% |
| 7D | -0.3% | -1.6% | +1.2% | +0.2% |
| 30D | +10.3% | -4.3% | +14.6% | +11.7% |
| 3M | +6.6% | +10.4% | -3.8% | +2.5% |
| 6M | +20.0% | +17.5% | +2.5% | +12.1% |
| YTD | -1.9% | +37.8% | -39.7% | -14.2% |
| 1Y | +10.4% | +33.8% | -23.3% | -2.4% |
| 3Y | +134.8% | +69.1% | +65.7% | +89.8% |
| 5Y | +34.0% | +165.7% | -131.7% | -7.9% |
| 10Y | -32.5% | +212.9% | -245.4% | -54.8% |
| All | +1,038.6% | +2,614.8% | -1,576.1% | +548.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling