-27.2%
CCL vs UMC
+227.6%
-254.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.8% |
| 7D | -4.3% | +11.4% | -15.7% | -5.3% |
| 30D | -19.0% | +16.8% | -35.8% | -20.2% |
| 3M | -13.1% | +19.1% | -32.2% | -16.2% |
| 6M | -13.3% | +137.4% | -150.7% | -21.2% |
| YTD | -25.2% | +186.4% | -211.6% | -34.2% |
| 1Y | -27.2% | +229.1% | -256.3% | -36.6% |
| All | -27.2% | +227.6% | -254.8% | -36.6% |
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