+155.6%
CCL vs UL
+34.1%
+121.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.2% | +4.0% |
| 7D | +3.1% | +0.3% | +2.8% | +3.0% |
| 30D | +17.5% | +7.0% | +10.5% | +15.7% |
| 3M | +6.8% | +5.8% | +1.0% | +5.4% |
| 6M | +18.7% | +16.1% | +2.6% | +14.8% |
| YTD | +3.0% | +4.5% | -1.5% | +1.1% |
| 1Y | +17.7% | -1.3% | +19.0% | +15.5% |
| 3Y | +155.6% | +35.0% | +120.6% | +144.8% |
| All | +155.6% | +34.1% | +121.5% | +144.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling