+1,095.7%
CCL vs UL
+2,764.7%
-1,669.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.2% | +3.8% |
| 7D | +3.1% | +0.3% | +2.8% | +3.0% |
| 30D | +17.5% | +7.0% | +10.5% | +14.0% |
| 3M | +6.8% | +5.8% | +1.0% | +3.9% |
| 6M | +18.7% | +16.1% | +2.6% | +10.6% |
| YTD | +3.0% | +4.5% | -1.5% | +0.5% |
| 1Y | +17.7% | -1.3% | +19.0% | +17.5% |
| 3Y | +155.6% | +35.0% | +120.6% | +117.7% |
| 5Y | +30.2% | +31.9% | -1.7% | +11.5% |
| 10Y | -28.5% | +99.3% | -127.7% | -50.2% |
| All | +1,095.7% | +2,764.7% | -1,669.0% | +145.1% |
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