-27.2%
CCL vs UPS
+26.3%
-53.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.4% |
| 7D | -4.3% | -3.4% | -0.9% | -2.4% |
| 30D | -19.0% | -2.7% | -16.2% | -17.7% |
| 3M | -13.1% | -1.6% | -11.4% | -13.4% |
| 6M | -13.3% | +2.3% | -15.6% | -16.5% |
| YTD | -25.2% | +5.6% | -30.8% | -27.2% |
| 1Y | -27.2% | +27.1% | -54.3% | -32.1% |
| All | -27.2% | +26.3% | -53.5% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling