-41.7%
CCL vs O
+49.9%
-91.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -0.9% |
| 7D | -4.4% | -2.3% | -2.1% | -2.5% |
| 30D | -18.2% | -2.4% | -15.7% | -16.5% |
| 3M | -17.7% | -0.6% | -17.1% | -17.7% |
| 6M | -13.0% | -5.0% | -8.0% | -9.7% |
| YTD | -24.5% | +10.4% | -34.9% | -31.4% |
| 1Y | -26.9% | +6.6% | -33.5% | -31.7% |
| 3Y | +50.8% | +28.4% | +22.4% | +15.1% |
| 5Y | -0.9% | +15.3% | -16.2% | -16.9% |
| 10Y | -41.7% | +55.3% | -97.0% | -54.8% |
| All | -41.7% | +49.9% | -91.6% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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