+9.3%
CCL vs USAR
-70.2%
+79.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.4% | -1.0% |
| 7D | +3.1% | -14.5% | +17.6% | +5.1% |
| 30D | +13.7% | -37.8% | +51.5% | +21.0% |
| 3M | +3.8% | -52.8% | +56.6% | +14.8% |
| 6M | +9.3% | -71.2% | +80.5% | +30.0% |
| All | +9.3% | -70.2% | +79.4% | +30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling