+49.0%
CCL vs USHY
+27.6%
+21.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -1.2% |
| 7D | -4.4% | -0.1% | -4.2% | -3.7% |
| 30D | -18.2% | 0.0% | -18.1% | -17.9% |
| 3M | -17.7% | +0.8% | -18.6% | -20.7% |
| 6M | -13.0% | +1.9% | -14.9% | -19.1% |
| YTD | -24.5% | +2.3% | -26.7% | -30.6% |
| 1Y | -26.9% | +4.1% | -31.1% | -38.3% |
| All | +49.0% | +27.6% | +21.4% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 3y: compounded portfolio wealth divided by compounded USHY 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…
3y analysis · Full analysis span regression · 6 months rolling