-27.2%
CCL vs UL
-10.0%
-17.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.3% |
| 7D | -4.3% | -4.1% | -0.2% | -2.3% |
| 30D | -19.0% | -1.2% | -17.8% | -18.5% |
| 3M | -13.1% | +6.0% | -19.1% | -15.8% |
| 6M | -13.3% | -5.5% | -7.8% | -13.1% |
| YTD | -25.2% | -3.3% | -21.9% | -24.5% |
| 1Y | -27.2% | -9.8% | -17.4% | -23.0% |
| All | -27.2% | -10.0% | -17.2% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling