-26.9%
CCL vs USAR
+25.8%
-52.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.9% |
| 7D | -4.4% | -4.4% | 0.0% | -4.0% |
| 30D | -18.2% | -10.4% | -7.8% | -17.5% |
| 3M | -17.7% | -18.4% | +0.7% | -16.7% |
| 6M | -13.0% | -8.8% | -4.2% | -13.5% |
| YTD | -24.5% | +43.4% | -67.8% | -27.4% |
| 1Y | -26.9% | +21.0% | -47.9% | -33.1% |
| All | -26.9% | +25.8% | -52.8% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling