+69.4%
SHEL vs CCI
-10.8%
+80.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | +7.2% | +2.1% | +5.1% | +6.9% |
| 3M | +12.9% | -17.8% | +30.7% | +15.8% |
| 6M | +13.7% | -14.2% | +27.9% | +15.7% |
| YTD | +33.7% | -13.3% | +47.0% | +35.5% |
| 1Y | +37.9% | -16.6% | +54.5% | +40.1% |
| All | +69.4% | -10.8% | +80.2% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling