-24.8%
CCL vs UMC
+209.4%
-234.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | -0.3% |
| 7D | -5.0% | +5.0% | -10.0% | -5.5% |
| 30D | -20.3% | +7.7% | -28.0% | -21.0% |
| 3M | -15.1% | +1.7% | -16.8% | -16.8% |
| 6M | -15.1% | +113.9% | -129.0% | -22.5% |
| YTD | -21.8% | +168.9% | -190.7% | -30.8% |
| 1Y | -24.8% | +207.2% | -232.0% | -33.2% |
| All | -24.8% | +209.4% | -234.2% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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