+145.2%
CCL vs OMC
+31.0%
+114.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.5% | +1.6% | -3.1% | -2.2% |
| 30D | +16.5% | +15.3% | +1.1% | +9.4% |
| 3M | +11.2% | +4.5% | +6.7% | +8.8% |
| 6M | +22.6% | +20.8% | +1.8% | +11.6% |
| YTD | +2.6% | +13.5% | -10.9% | -4.0% |
| 1Y | +17.0% | +25.2% | -8.3% | +2.5% |
| All | +145.2% | +31.0% | +114.2% | +102.4% |
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