+676.4%
SHEL vs CCI
+1,121.9%
-445.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | +0.1% | +1.2% |
| 7D | +0.8% | +2.5% | -1.7% | +0.4% |
| 30D | -3.6% | +14.4% | -18.0% | -5.4% |
| 3M | +12.0% | +21.7% | -9.6% | +8.7% |
| 6M | +19.7% | +4.0% | +15.7% | +18.5% |
| YTD | +39.6% | +6.2% | +33.4% | +37.5% |
| 1Y | +36.4% | +5.4% | +31.0% | +34.5% |
| 3Y | +70.2% | +11.7% | +58.5% | +65.1% |
| 5Y | +169.2% | -35.6% | +204.9% | +179.3% |
| 10Y | +217.1% | +68.7% | +148.4% | +187.9% |
| All | +676.4% | +1,121.9% | -445.5% | +465.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling