+54.1%
CCL vs UPS
-26.6%
+80.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.5% |
| 7D | -0.1% | -2.1% | +2.0% | +0.9% |
| 30D | -20.0% | -2.3% | -17.7% | -19.1% |
| 3M | -13.7% | -5.2% | -8.4% | -11.8% |
| 6M | -9.0% | +1.4% | -10.4% | -10.2% |
| YTD | -22.8% | +6.1% | -28.9% | -25.0% |
| 1Y | -25.3% | +27.0% | -52.3% | -32.9% |
| 3Y | +54.1% | -25.9% | +80.0% | +57.9% |
| All | +54.1% | -26.6% | +80.6% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling