+37.0%
SHEL vs CCI
-17.7%
+54.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | +3.9% | -4.4% | +8.3% | +4.7% |
| 30D | +7.0% | +0.3% | +6.7% | +6.8% |
| 3M | +12.5% | -20.0% | +32.5% | +17.0% |
| 6M | +14.8% | -14.5% | +29.3% | +17.6% |
| YTD | +34.2% | -14.9% | +49.0% | +35.7% |
| 1Y | +37.0% | -17.7% | +54.7% | +38.4% |
| All | +37.0% | -17.7% | +54.7% | +38.4% |
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