+807.8%
CCL vs UL
+2,661.1%
-1,853.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -5.0% | -1.3% | -3.7% | -4.5% |
| 30D | -20.3% | +0.5% | -20.8% | -20.5% |
| 3M | -15.1% | +17.6% | -32.7% | -21.2% |
| 6M | -15.1% | -5.4% | -9.7% | -13.3% |
| YTD | -21.8% | +0.7% | -22.5% | -22.2% |
| 1Y | -24.8% | -9.3% | -15.5% | -22.0% |
| 3Y | +51.9% | +24.5% | +27.3% | +34.4% |
| 5Y | +4.0% | +23.2% | -19.2% | -8.0% |
| 10Y | -42.2% | +64.5% | -106.7% | -56.1% |
| All | +807.8% | +2,661.1% | -1,853.3% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling