+1.4%
CCL vs U
-68.9%
+70.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -5.0% | -3.8% | -1.2% | -4.0% |
| 30D | -20.3% | +17.5% | -37.8% | -24.5% |
| 3M | -15.1% | +38.7% | -53.9% | -23.8% |
| 6M | -15.1% | +104.4% | -119.5% | -33.0% |
| YTD | -21.8% | -5.7% | -16.1% | -24.8% |
| 1Y | -24.8% | +3.7% | -28.5% | -31.2% |
| 3Y | +51.9% | +12.3% | +39.5% | +21.9% |
| All | +1.4% | -68.9% | +70.3% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling