-34.0%
CCL vs O
+80.9%
-114.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | +0.3% |
| 7D | -1.2% | -0.4% | -0.8% | -0.8% |
| 30D | +13.1% | +7.1% | +6.0% | +6.7% |
| 3M | +3.4% | -5.2% | +8.6% | +8.0% |
| 6M | +18.7% | -1.8% | +20.5% | +19.7% |
| YTD | -2.3% | +9.1% | -11.3% | -10.6% |
| 1Y | +14.2% | +9.7% | +4.5% | +3.8% |
| 3Y | +133.6% | +39.1% | +94.4% | +64.9% |
| 5Y | +33.5% | +8.4% | +25.2% | +18.5% |
| All | -34.0% | +80.9% | -114.9% | -49.4% |
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