+34.9%
CCL vs USAR
+74.0%
-39.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -5.0% | -2.1% | -2.9% | -5.0% |
| 30D | -20.3% | +2.6% | -23.0% | -20.4% |
| 3M | -15.1% | -35.0% | +19.9% | -14.4% |
| 6M | -15.1% | -6.9% | -8.2% | -15.2% |
| YTD | -21.8% | +48.0% | -69.8% | -22.2% |
| 1Y | -24.8% | +24.8% | -49.6% | -25.0% |
| 3Y | +51.9% | +73.2% | -21.4% | +63.9% |
| All | +34.9% | +74.0% | -39.1% | +44.1% |
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 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