+97.3%
CCL vs U
-31.3%
+128.7%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -0.9% |
| 7D | +3.1% | +36.6% | -33.5% | -5.4% |
| 30D | +13.7% | +13.3% | +0.4% | +9.2% |
| 3M | +3.8% | +26.2% | -22.4% | -3.4% |
| 6M | +9.3% | +88.7% | -79.5% | -9.5% |
| YTD | -1.1% | +16.6% | -17.7% | -10.5% |
| 1Y | +14.6% | +29.0% | -14.4% | +0.3% |
| 3Y | +146.4% | +99.5% | +46.9% | +72.7% |
| 5Y | +21.9% | -66.1% | +88.0% | +1.7% |
| All | +97.3% | -31.3% | +128.7% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling