+622.5%
SHEL vs CCI
+905.5%
-282.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.5% | +0.9% |
| 7D | +2.2% | -0.4% | +2.7% | +2.3% |
| 30D | +6.8% | +2.7% | +4.1% | +6.4% |
| 3M | +8.1% | -18.2% | +26.3% | +11.0% |
| 6M | +14.4% | -14.8% | +29.2% | +16.6% |
| YTD | +30.0% | -12.6% | +42.6% | +31.9% |
| 1Y | +33.3% | -16.7% | +50.1% | +36.1% |
| 3Y | +66.4% | -10.5% | +77.0% | +66.8% |
| 5Y | +178.6% | -51.4% | +230.0% | +200.9% |
| 10Y | +198.4% | +20.0% | +178.4% | +184.1% |
| All | +622.5% | +905.5% | -282.9% | +442.4% |
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 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