-0.8%
CCL vs SPMO
+149.5%
-150.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.6% |
| 7D | -3.2% | -0.9% | -2.3% | -2.1% |
| 30D | -17.8% | -1.9% | -15.9% | -15.9% |
| 3M | -18.7% | -1.4% | -17.3% | -20.0% |
| 6M | -11.4% | +25.5% | -36.9% | -39.1% |
| YTD | -24.3% | +24.8% | -49.1% | -47.5% |
| 1Y | -28.8% | +24.5% | -53.3% | -50.7% |
| 3Y | +49.3% | +157.1% | -107.8% | -67.4% |
| All | -0.8% | +149.5% | -150.3% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling