-29.4%
CCL vs UAL
+97.8%
-127.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +1.3% |
| 7D | -1.5% | +2.3% | -3.8% | -3.4% |
| 30D | +16.5% | +13.3% | +3.1% | +5.1% |
| 3M | +11.2% | -6.3% | +17.5% | +16.4% |
| 6M | +22.6% | +22.5% | +0.1% | +2.3% |
| YTD | +2.6% | +5.9% | -3.3% | -4.8% |
| 1Y | +17.0% | +24.7% | -7.7% | -5.7% |
| 3Y | +145.5% | +211.6% | -66.0% | -22.4% |
| 5Y | +36.1% | +130.6% | -94.5% | -43.6% |
| 10Y | -29.4% | +96.5% | -125.9% | -69.4% |
| All | -29.4% | +97.8% | -127.2% | -69.4% |
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