+807.8%
CCL vs SHEL
+2,460.3%
-1,652.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.1% |
| 7D | -5.0% | +2.2% | -7.3% | -5.8% |
| 30D | -20.3% | +6.8% | -27.2% | -22.3% |
| 3M | -15.1% | +8.1% | -23.3% | -17.9% |
| 6M | -15.1% | +14.4% | -29.5% | -20.1% |
| YTD | -21.8% | +30.0% | -51.7% | -29.9% |
| 1Y | -24.8% | +33.3% | -58.1% | -33.2% |
| 3Y | +51.9% | +66.4% | -14.6% | +23.7% |
| 5Y | +4.0% | +178.6% | -174.5% | -29.4% |
| 10Y | -42.2% | +198.4% | -240.6% | -60.5% |
| All | +807.8% | +2,460.3% | -1,652.5% | +429.5% |
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