-28.5%
CCL vs UAL
+106.7%
-135.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.8% | -2.6% | -1.2% |
| 7D | +3.1% | +10.2% | -7.1% | -4.7% |
| 30D | +17.5% | +12.0% | +5.5% | +7.0% |
| 3M | +6.8% | -7.1% | +13.9% | +12.6% |
| 6M | +18.7% | +20.9% | -2.2% | +0.2% |
| YTD | +3.0% | +7.7% | -4.6% | -5.6% |
| 1Y | +17.7% | +23.6% | -5.8% | -4.4% |
| 3Y | +155.6% | +222.6% | -67.0% | -21.5% |
| 5Y | +30.2% | +127.9% | -97.8% | -45.4% |
| 10Y | -28.5% | +100.2% | -128.7% | -69.0% |
| All | -28.5% | +106.7% | -135.2% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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