-31.1%
CCL vs UAL
+242.1%
-273.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.9% |
| 7D | -5.0% | +0.7% | -5.8% | -5.3% |
| 30D | -20.3% | -16.1% | -4.2% | -14.4% |
| 3M | -15.1% | +6.1% | -21.3% | -17.2% |
| 6M | -15.1% | +10.8% | -26.0% | -18.3% |
| YTD | -21.8% | -0.4% | -21.4% | -21.5% |
| 1Y | -24.8% | +5.0% | -29.8% | -26.5% |
| 3Y | +51.9% | +124.0% | -72.2% | +6.6% |
| 5Y | +4.0% | +141.0% | -136.9% | -25.7% |
| 10Y | -42.2% | +118.0% | -160.2% | -54.5% |
| All | -31.1% | +242.1% | -273.2% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling