-13.3%
CCL vs UAL
+246.2%
-259.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | -0.9% |
| 7D | +2.6% | +8.2% | -5.6% | -0.5% |
| 30D | +13.1% | +2.3% | +10.8% | +12.1% |
| 3M | +3.3% | -12.7% | +16.0% | +9.2% |
| 6M | +8.7% | +12.7% | -4.0% | +3.5% |
| YTD | -1.6% | +0.8% | -2.4% | -1.7% |
| 1Y | +14.0% | +17.8% | -3.8% | +6.6% |
| 3Y | +145.1% | +206.7% | -61.5% | +52.0% |
| 5Y | +21.2% | +113.9% | -92.6% | -9.9% |
| 10Y | -29.8% | +97.0% | -126.8% | -43.5% |
| All | -13.3% | +246.2% | -259.6% | -62.3% |
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