-17.3%
SLB vs CCL
-28.6%
+11.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -4.3% | +5.8% | -10.1% | -6.0% |
| 30D | +1.9% | +17.3% | -15.3% | -3.3% |
| 3M | -5.7% | +11.3% | -17.1% | -9.8% |
| 6M | -5.3% | +18.5% | -23.8% | -12.2% |
| YTD | +32.2% | +2.8% | +29.4% | +26.2% |
| 1Y | +38.5% | +16.7% | +21.8% | +26.4% |
| 3Y | +1.1% | +146.0% | -144.9% | -31.9% |
| 5Y | +70.3% | +33.6% | +36.6% | +24.9% |
| 10Y | -17.3% | -29.4% | +12.2% | -28.5% |
| All | -17.3% | -28.6% | +11.4% | -28.5% |
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