-29.7%
CCL vs SPMO
+24.0%
-53.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | +0.3% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -19.0% | -0.7% | -18.3% | -18.7% |
| 3M | -13.1% | +2.8% | -15.9% | -18.0% |
| 6M | -13.3% | +24.4% | -37.7% | -37.8% |
| YTD | -25.2% | +24.2% | -49.4% | -46.4% |
| All | -29.7% | +24.0% | -53.7% | -48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling