-15.1%
CCL vs UPS
+243.4%
-258.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.9% |
| 7D | -5.0% | -2.9% | -2.2% | -3.1% |
| 30D | -20.3% | -3.5% | -16.8% | -18.4% |
| 3M | -15.1% | -5.7% | -9.4% | -12.2% |
| 6M | -15.1% | -4.4% | -10.7% | -13.3% |
| YTD | -21.8% | +8.0% | -29.8% | -26.5% |
| 1Y | -24.8% | +29.0% | -53.8% | -38.1% |
| 3Y | +51.9% | -27.7% | +79.6% | +77.5% |
| 5Y | +4.0% | -34.3% | +38.4% | +31.7% |
| 10Y | -42.2% | +37.8% | -80.0% | -60.6% |
| All | -15.1% | +243.4% | -258.5% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling