+47.5%
CCL vs SPMO
+154.5%
-107.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | +0.9% |
| 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% | -18.3% |
| 6M | -13.3% | +24.4% | -37.7% | -36.7% |
| YTD | -25.2% | +24.2% | -49.4% | -45.2% |
| 1Y | -27.2% | +24.5% | -51.7% | -47.0% |
| All | +47.5% | +154.5% | -107.0% | -58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling