-43.4%
CCL vs SPMO
+514.3%
-557.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | +1.0% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -19.0% | -0.7% | -18.3% | -18.5% |
| 3M | -13.1% | +2.8% | -15.9% | -17.9% |
| 6M | -13.3% | +24.4% | -37.7% | -34.6% |
| YTD | -25.2% | +24.2% | -49.4% | -43.4% |
| 1Y | -27.2% | +24.5% | -51.7% | -45.2% |
| 3Y | +49.2% | +155.6% | -106.4% | -49.5% |
| 5Y | +0.4% | +148.2% | -147.8% | -63.7% |
| All | -43.4% | +514.3% | -557.7% | -88.0% |
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