+69.2%
CCL vs USAR
-20.3%
+89.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.0% | -4.3% |
| 7D | -0.3% | +8.8% | -9.1% | -0.6% |
| 30D | +10.3% | -28.5% | +38.8% | +11.3% |
| 3M | +6.6% | -56.2% | +62.7% | +9.1% |
| 6M | +20.0% | -68.4% | +88.4% | +23.4% |
| YTD | -1.9% | -32.2% | +30.3% | -0.2% |
| 1Y | +10.4% | -52.3% | +62.7% | +12.4% |
| 3Y | +134.8% | -21.2% | +156.0% | +162.0% |
| All | +69.2% | -20.3% | +89.4% | +84.8% |
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