-0.9%
CCL vs OMC
+29.1%
-30.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | +0.4% |
| 7D | -4.4% | -4.2% | -0.1% | -1.5% |
| 30D | -18.2% | -7.5% | -10.7% | -13.9% |
| 3M | -17.7% | +4.6% | -22.3% | -21.7% |
| 6M | -13.0% | -4.8% | -8.2% | -11.3% |
| YTD | -24.5% | -1.0% | -23.5% | -27.2% |
| 1Y | -26.9% | +3.8% | -30.8% | -33.5% |
| 3Y | +50.8% | +10.2% | +40.5% | +20.6% |
| 5Y | -0.9% | +29.7% | -30.6% | -41.4% |
| All | -0.9% | +29.1% | -30.0% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling