+43.3%
SHEL vs CCI
+7.6%
+35.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.5% | -8.7% | -3.2% |
| 7D | -3.2% | +5.0% | -8.2% | -3.9% |
| 30D | +5.5% | +36.4% | -30.9% | +0.4% |
| 3M | +14.4% | +20.4% | -6.0% | +11.4% |
| 6M | +16.2% | +4.9% | +11.3% | +16.3% |
| YTD | +42.4% | +7.8% | +34.6% | +39.8% |
| 1Y | +43.3% | +7.3% | +36.0% | +40.9% |
| All | +43.3% | +7.6% | +35.7% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling