-34.0%
CCL vs SPMO
+460.5%
-494.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +1.3% |
| 7D | -1.2% | +6.3% | -7.5% | -7.7% |
| 30D | +13.1% | -8.9% | +22.0% | +23.9% |
| 3M | +3.4% | -13.2% | +16.6% | +19.1% |
| 6M | +18.7% | -9.3% | +28.0% | +26.5% |
| YTD | -2.3% | +11.6% | -13.8% | -17.9% |
| 1Y | +14.2% | +13.4% | +0.8% | -6.0% |
| 3Y | +133.6% | +122.9% | +10.7% | -9.9% |
| 5Y | +33.5% | +113.9% | -80.4% | -44.4% |
| All | -34.0% | +460.5% | -494.6% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling