-43.4%
CCL vs UMC
+1,818.5%
-1,861.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.2% |
| 7D | -4.3% | +11.4% | -15.7% | -7.8% |
| 30D | -19.0% | +16.8% | -35.8% | -23.3% |
| 3M | -13.1% | +19.1% | -32.2% | -21.0% |
| 6M | -13.3% | +137.4% | -150.7% | -39.5% |
| YTD | -25.2% | +186.4% | -211.6% | -52.8% |
| 1Y | -27.2% | +229.1% | -256.3% | -56.7% |
| 3Y | +49.2% | +257.9% | -208.7% | -16.2% |
| 5Y | +0.4% | +137.5% | -137.2% | -37.4% |
| All | -43.4% | +1,818.5% | -1,861.8% | -82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling