+6.1%
CCL vs UPS
+277.3%
-271.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.6% |
| 7D | -1.2% | +3.8% | -5.0% | -3.6% |
| 30D | +13.1% | +17.4% | -4.2% | +1.5% |
| 3M | +3.4% | +8.2% | -4.8% | -2.4% |
| 6M | +18.7% | +17.9% | +0.8% | +4.9% |
| YTD | -2.3% | +18.7% | -21.0% | -14.2% |
| 1Y | +14.2% | +24.8% | -10.6% | -3.2% |
| 3Y | +133.6% | -4.5% | +138.1% | +123.6% |
| 5Y | +33.5% | -33.2% | +66.7% | +68.1% |
| 10Y | -32.8% | +44.2% | -77.0% | -55.5% |
| All | +6.1% | +277.3% | -271.2% | -66.8% |
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