-42.6%
CCL vs UPS
+37.9%
-80.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -3.2% | -2.0% | -1.3% | -2.1% |
| 30D | -17.8% | -2.0% | -15.8% | -16.8% |
| 3M | -18.7% | -6.2% | -12.4% | -16.0% |
| 6M | -11.4% | +2.8% | -14.2% | -13.5% |
| YTD | -24.3% | +5.9% | -30.2% | -27.4% |
| 1Y | -28.8% | +26.2% | -55.1% | -39.1% |
| 3Y | +49.3% | -26.0% | +75.3% | +69.3% |
| 5Y | +1.6% | -34.3% | +35.9% | +26.3% |
| All | -42.6% | +37.9% | -80.5% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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