-9.5%
CCL vs UAL
+270.3%
-279.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | +5.8% | +12.5% | -6.6% | +0.9% |
| 30D | +17.3% | +12.2% | +5.1% | +11.9% |
| 3M | +11.3% | -2.6% | +13.9% | +12.6% |
| 6M | +18.5% | +21.1% | -2.6% | +9.5% |
| YTD | +2.8% | +7.8% | -5.0% | -0.1% |
| 1Y | +16.7% | +25.4% | -8.7% | +6.4% |
| 3Y | +146.0% | +217.3% | -71.3% | +50.3% |
| 5Y | +33.6% | +132.9% | -99.2% | -4.0% |
| 10Y | -29.4% | +101.1% | -130.6% | -44.2% |
| All | -9.5% | +270.3% | -279.7% | -61.7% |
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