+134.5%
CCL vs U
+89.9%
+44.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.4% | -4.6% |
| 7D | -0.3% | +2.8% | -3.2% | -0.9% |
| 30D | +10.3% | +7.6% | +2.7% | +8.1% |
| 3M | +6.6% | +12.7% | -6.1% | +3.1% |
| 6M | +20.0% | +87.0% | -66.9% | +3.5% |
| YTD | -1.9% | +13.6% | -15.5% | -8.4% |
| 1Y | +10.4% | +25.3% | -14.8% | +0.4% |
| All | +134.5% | +89.9% | +44.5% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling