+807.8%
CCL vs OMC
+6,006.3%
-5,198.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.7% |
| 7D | -5.0% | -6.4% | +1.4% | -1.4% |
| 30D | -20.3% | +1.1% | -21.5% | -21.2% |
| 3M | -15.1% | +10.4% | -25.6% | -21.0% |
| 6M | -15.1% | -1.7% | -13.4% | -15.3% |
| YTD | -21.8% | +4.4% | -26.2% | -26.8% |
| 1Y | -24.8% | +8.4% | -33.2% | -31.8% |
| 3Y | +51.9% | +14.4% | +37.5% | +31.9% |
| 5Y | +4.0% | +33.9% | -29.8% | -15.6% |
| 10Y | -42.2% | +34.9% | -77.1% | -50.8% |
| All | +807.8% | +6,006.3% | -5,198.5% | +101.6% |
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 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