+70.6%
CCL vs USAR
-18.7%
+89.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.4% | +0.1% |
| 7D | +3.1% | -14.5% | +17.6% | +3.6% |
| 30D | +13.7% | -37.8% | +51.5% | +15.2% |
| 3M | +3.8% | -52.8% | +56.6% | +6.0% |
| 6M | +9.3% | -71.2% | +80.5% | +12.5% |
| YTD | -1.1% | -30.9% | +29.8% | +0.5% |
| 1Y | +14.6% | -48.0% | +62.6% | +16.5% |
| 3Y | +146.4% | -19.7% | +166.1% | +175.0% |
| All | +70.6% | -18.7% | +89.3% | +86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling