-27.2%
CCL vs O
+5.5%
-32.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -4.3% | -3.5% | -0.8% | -3.1% |
| 30D | -19.0% | -3.3% | -15.6% | -18.0% |
| 3M | -13.1% | -2.8% | -10.2% | -12.0% |
| 6M | -13.3% | -5.8% | -7.5% | -11.2% |
| YTD | -25.2% | +9.4% | -34.6% | -29.8% |
| 1Y | -27.2% | +5.7% | -32.9% | -29.7% |
| All | -27.2% | +5.5% | -32.7% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling