-4.8%
SLB vs CCL
-41.5%
+36.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +0.4% | -0.1% | +0.6% | +0.5% |
| 30D | +13.6% | -20.0% | +33.6% | +21.3% |
| 3M | +1.5% | -13.7% | +15.2% | +5.1% |
| 6M | +23.0% | -9.0% | +32.0% | +24.0% |
| YTD | +51.2% | -22.8% | +74.0% | +59.2% |
| 1Y | +63.5% | -25.3% | +88.8% | +72.5% |
| 3Y | +2.5% | +54.1% | -51.6% | -19.6% |
| 5Y | +139.2% | +3.5% | +135.7% | +90.3% |
| 10Y | -4.8% | -41.0% | +36.3% | -18.0% |
| All | -4.8% | -41.5% | +36.7% | -18.0% |
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