-24.8%
CCL vs OMC
+9.8%
-34.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.7% |
| 7D | -5.0% | -6.4% | +1.4% | -3.7% |
| 30D | -20.3% | +1.1% | -21.5% | -20.6% |
| 3M | -15.1% | +10.4% | -25.6% | -16.8% |
| 6M | -15.1% | -1.7% | -13.4% | -15.7% |
| YTD | -21.8% | +4.4% | -26.2% | -21.2% |
| 1Y | -24.8% | +8.4% | -33.2% | -25.6% |
| All | -24.8% | +9.8% | -34.5% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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