-33.8%
CCL vs URA
+272.2%
-306.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.8% | -0.6% | -2.4% |
| 7D | -0.3% | +4.5% | -4.8% | -2.6% |
| 30D | +10.3% | -13.4% | +23.8% | +18.3% |
| 3M | +6.6% | -28.4% | +35.0% | +25.1% |
| 6M | +20.0% | -40.5% | +60.5% | +53.3% |
| YTD | -1.9% | -24.3% | +22.4% | +6.7% |
| 1Y | +10.4% | -28.8% | +39.3% | +23.3% |
| 3Y | +134.8% | +37.6% | +97.2% | +60.1% |
| 5Y | +34.0% | +30.7% | +3.3% | -9.2% |
| All | -33.8% | +272.2% | -306.0% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling