+56.0%
CCL vs U
-44.5%
+100.5%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -5.0% | -3.8% | -1.2% | -4.1% |
| 30D | -20.3% | +17.5% | -37.8% | -24.0% |
| 3M | -15.1% | +38.7% | -53.9% | -22.8% |
| 6M | -15.1% | +104.4% | -119.5% | -31.0% |
| YTD | -21.8% | -5.7% | -16.1% | -24.4% |
| 1Y | -24.8% | +3.7% | -28.5% | -30.4% |
| 3Y | +51.9% | +12.3% | +39.5% | +25.8% |
| 5Y | +4.0% | -68.8% | +72.9% | -7.5% |
| All | +56.0% | -44.5% | +100.5% | +26.0% |
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