-17.1%
SLB vs CCL
-30.2%
+13.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -7.1% | +3.1% | -10.2% | -8.2% |
| 30D | +4.1% | +13.7% | -9.6% | -0.3% |
| 3M | -2.6% | +3.8% | -6.4% | -4.9% |
| 6M | -8.6% | +9.3% | -17.8% | -13.0% |
| YTD | +32.2% | -1.1% | +33.3% | +27.8% |
| 1Y | +40.7% | +14.6% | +26.1% | +29.1% |
| 3Y | -4.5% | +146.4% | -150.9% | -35.9% |
| 5Y | +66.4% | +21.9% | +44.5% | +26.4% |
| All | -17.1% | -30.2% | +13.1% | -26.9% |
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