-45.3%
CCL vs SPMO
+572.4%
-617.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -1.6% |
| 7D | -5.0% | +2.0% | -7.1% | -7.1% |
| 30D | -20.3% | -0.4% | -20.0% | -20.1% |
| 3M | -15.1% | -1.9% | -13.3% | -15.5% |
| 6M | -15.1% | +25.0% | -40.2% | -35.9% |
| YTD | -21.8% | +26.0% | -47.8% | -41.4% |
| 1Y | -24.8% | +28.7% | -53.5% | -45.1% |
| 3Y | +51.9% | +160.9% | -109.0% | -48.6% |
| 5Y | +4.0% | +147.9% | -143.9% | -61.6% |
| 10Y | -42.2% | +518.9% | -561.2% | -88.3% |
| All | -45.3% | +572.4% | -617.8% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling