-43.4%
CCL vs SPXU
-99.5%
+56.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.9% | +0.1% |
| 7D | -4.3% | +6.4% | -10.7% | -0.7% |
| 30D | -19.0% | +5.9% | -24.9% | -15.9% |
| 3M | -13.1% | -11.7% | -1.4% | -17.9% |
| 6M | -13.3% | -28.7% | +15.4% | -25.5% |
| YTD | -25.2% | -26.4% | +1.1% | -33.7% |
| 1Y | -27.2% | -35.2% | +8.0% | -39.4% |
| 3Y | +49.2% | -79.8% | +129.0% | -22.4% |
| 5Y | +0.4% | -86.1% | +86.4% | -40.6% |
| All | -43.4% | -99.5% | +56.2% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPXU 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling