+54.1%
CCL vs UL
+24.1%
+30.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -0.1% | -1.3% | +1.2% | +0.2% |
| 30D | -20.0% | +0.9% | -20.9% | -20.1% |
| 3M | -13.7% | +14.2% | -27.9% | -16.3% |
| 6M | -9.0% | -3.2% | -5.8% | -9.9% |
| YTD | -22.8% | -0.3% | -22.5% | -23.4% |
| 1Y | -25.3% | -8.8% | -16.5% | -25.7% |
| 3Y | +54.1% | +23.9% | +30.2% | +41.9% |
| All | +54.1% | +24.1% | +30.0% | +41.9% |
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 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