+47.5%
CCL vs OMC
+11.1%
+36.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.7% |
| 7D | -4.3% | -6.2% | +1.9% | -1.4% |
| 30D | -19.0% | -7.6% | -11.4% | -16.1% |
| 3M | -13.1% | +7.4% | -20.5% | -16.7% |
| 6M | -13.3% | +0.1% | -13.4% | -14.0% |
| YTD | -25.2% | +0.4% | -25.7% | -26.3% |
| 1Y | -27.2% | +7.8% | -35.0% | -32.1% |
| All | +47.5% | +11.1% | +36.4% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling