+49.0%
CCL vs UMC
+262.0%
-213.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.0% | -6.1% | -2.9% |
| 7D | -4.4% | +13.6% | -18.0% | -6.8% |
| 30D | -18.2% | +20.8% | -39.0% | -21.3% |
| 3M | -17.7% | +16.1% | -33.9% | -22.2% |
| 6M | -13.0% | +137.3% | -150.3% | -31.9% |
| YTD | -24.5% | +193.8% | -218.2% | -46.4% |
| 1Y | -26.9% | +236.1% | -263.0% | -51.0% |
| All | +49.0% | +262.0% | -213.0% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling