+105.0%
CCL vs U
-32.9%
+137.9%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.3% |
| 7D | +5.8% | +24.4% | -18.5% | -0.5% |
| 30D | +17.3% | +7.4% | +9.9% | +14.2% |
| 3M | +11.3% | +16.8% | -5.5% | +5.7% |
| 6M | +18.5% | +78.8% | -60.3% | -0.4% |
| YTD | +2.8% | +14.0% | -11.2% | -6.5% |
| 1Y | +16.7% | +16.7% | 0.0% | +5.1% |
| 3Y | +146.0% | +86.4% | +59.7% | +75.8% |
| 5Y | +33.6% | -71.5% | +105.1% | +12.5% |
| All | +105.0% | -32.9% | +137.9% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling