-61.3%
CCL vs USHY
+50.7%
-112.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.2% |
| 7D | -0.1% | 0.0% | -0.2% | -0.2% |
| 30D | -20.0% | 0.0% | -20.0% | -19.9% |
| 3M | -13.7% | +1.2% | -14.8% | -16.8% |
| 6M | -9.0% | +2.6% | -11.6% | -15.6% |
| YTD | -22.8% | +2.4% | -25.3% | -27.8% |
| 1Y | -25.3% | +4.2% | -29.5% | -34.3% |
| 3Y | +54.1% | +28.0% | +26.0% | -30.2% |
| 5Y | +3.5% | +21.8% | -18.3% | -39.6% |
| All | -61.3% | +50.7% | -112.0% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling