+133.6%
CCL vs UMC
+131.8%
+1.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | -1.2% | +11.2% | -12.4% | -3.1% |
| 30D | +13.1% | -28.0% | +41.2% | +19.5% |
| 3M | +3.4% | -20.5% | +23.9% | +7.0% |
| 6M | +18.7% | -1.6% | +20.3% | +13.7% |
| YTD | -2.3% | +99.4% | -101.6% | -24.3% |
| 1Y | +14.2% | +120.4% | -106.2% | -14.9% |
| 3Y | +133.6% | +134.2% | -0.7% | +69.4% |
| All | +133.6% | +131.8% | +1.8% | +69.4% |
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