+1,038.6%
CCL vs OMC
+6,384.1%
-5,345.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -3.0% |
| 7D | -0.3% | -0.3% | -0.1% | -0.1% |
| 30D | +10.3% | +10.6% | -0.3% | +3.6% |
| 3M | +6.6% | +2.6% | +4.0% | +4.2% |
| 6M | +20.0% | +16.6% | +3.4% | +7.4% |
| YTD | -1.9% | +10.9% | -12.8% | -11.7% |
| 1Y | +10.4% | +22.1% | -11.6% | -6.8% |
| 3Y | +134.8% | +27.5% | +107.4% | +89.7% |
| 5Y | +34.0% | +50.6% | -16.6% | +0.9% |
| 10Y | -32.5% | +51.7% | -84.2% | -46.3% |
| All | +1,038.6% | +6,384.1% | -5,345.5% | +143.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling