+11.4%
CCL vs UPS
+277.5%
-266.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.1% |
| 7D | -1.5% | -1.6% | +0.1% | -0.4% |
| 30D | +16.5% | +17.9% | -1.5% | +4.1% |
| 3M | +11.2% | +9.4% | +1.8% | +4.2% |
| 6M | +22.6% | +16.2% | +6.4% | +9.5% |
| YTD | +2.6% | +18.8% | -16.2% | -9.9% |
| 1Y | +17.0% | +26.1% | -9.2% | -1.6% |
| 3Y | +145.5% | -4.5% | +150.0% | +134.9% |
| 5Y | +36.1% | -33.2% | +69.3% | +71.4% |
| 10Y | -29.4% | +44.3% | -73.7% | -53.4% |
| All | +11.4% | +277.5% | -266.1% | -65.2% |
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