-0.8%
CCL vs UMC
+143.5%
-144.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +0.4% |
| 7D | -3.2% | +9.0% | -12.2% | -6.5% |
| 30D | -17.8% | +17.2% | -35.0% | -23.0% |
| 3M | -18.7% | +11.4% | -30.1% | -25.9% |
| 6M | -11.4% | +137.5% | -148.9% | -45.0% |
| YTD | -24.3% | +193.1% | -217.4% | -60.2% |
| 1Y | -28.8% | +240.3% | -269.1% | -66.1% |
| 3Y | +49.3% | +262.2% | -212.9% | -36.2% |
| All | -0.8% | +143.5% | -144.4% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling