-34.0%
CCL vs UL
+109.3%
-143.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.8% |
| 7D | -1.2% | +1.1% | -2.3% | -1.6% |
| 30D | +13.1% | +4.5% | +8.6% | +11.0% |
| 3M | +3.4% | +6.5% | -3.1% | +0.4% |
| 6M | +18.7% | +18.2% | +0.5% | +10.1% |
| YTD | -2.3% | +4.7% | -6.9% | -4.7% |
| 1Y | +14.2% | +0.8% | +13.4% | +12.9% |
| 3Y | +133.6% | +35.9% | +97.7% | +97.6% |
| 5Y | +33.5% | +33.4% | +0.1% | +12.3% |
| All | -34.0% | +109.3% | -143.4% | -45.8% |
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