-41.7%
CCL vs UL
+65.2%
-106.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.5% |
| 7D | -4.4% | -3.2% | -1.2% | -3.1% |
| 30D | -18.2% | -0.6% | -17.6% | -18.0% |
| 3M | -17.7% | +9.4% | -27.2% | -21.0% |
| 6M | -13.0% | -4.1% | -8.9% | -11.8% |
| YTD | -24.5% | -2.0% | -22.5% | -24.1% |
| 1Y | -26.9% | -9.0% | -18.0% | -24.5% |
| 3Y | +50.8% | +21.8% | +28.9% | +34.2% |
| 5Y | -0.9% | +20.6% | -21.5% | -12.9% |
| 10Y | -41.7% | +67.7% | -109.4% | -47.9% |
| All | -41.7% | +65.2% | -106.9% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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