-16.6%
SLB vs CCL
-27.9%
+11.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.2% | -0.3% |
| 7D | -3.7% | +3.1% | -6.7% | -4.7% |
| 30D | +2.9% | +17.5% | -14.6% | -2.4% |
| 3M | +0.2% | +6.8% | -6.6% | -2.9% |
| 6M | -4.4% | +18.7% | -23.2% | -11.4% |
| YTD | +33.4% | +3.0% | +30.4% | +27.4% |
| 1Y | +40.8% | +17.7% | +23.1% | +28.2% |
| 3Y | +3.2% | +155.6% | -152.4% | -31.4% |
| 5Y | +64.8% | +30.2% | +34.6% | +22.4% |
| 10Y | -16.6% | -28.5% | +11.9% | -27.4% |
| All | -16.6% | -27.9% | +11.3% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 10y: compounded portfolio wealth divided by compounded CCL 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…
10y analysis · Full analysis span regression · 6 months rolling