+77.7%
CCL vs USAR
-13.4%
+91.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.5% | -2.3% | +3.9% |
| 7D | +3.1% | -1.1% | +4.1% | +3.0% |
| 30D | +17.5% | -30.3% | +47.8% | +18.7% |
| 3M | +6.8% | -54.7% | +61.5% | +9.2% |
| 6M | +18.7% | -67.5% | +86.2% | +21.9% |
| YTD | +3.0% | -26.4% | +29.4% | +4.5% |
| 1Y | +17.7% | -49.5% | +67.3% | +19.5% |
| 3Y | +155.6% | -14.5% | +170.1% | +184.5% |
| All | +77.7% | -13.4% | +91.1% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling