-31.3%
CCL vs URA
+283.4%
-314.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -1.8% |
| 7D | +3.1% | -4.1% | +7.2% | +5.2% |
| 30D | +13.7% | -19.0% | +32.7% | +26.1% |
| 3M | +3.8% | -25.1% | +28.9% | +19.0% |
| 6M | +9.3% | -44.5% | +53.8% | +44.6% |
| YTD | -1.1% | -24.3% | +23.2% | +7.6% |
| 1Y | +14.6% | -28.1% | +42.7% | +27.2% |
| 3Y | +146.4% | +40.7% | +105.7% | +65.6% |
| 5Y | +21.9% | +35.5% | -13.6% | -19.4% |
| All | -31.3% | +283.4% | -314.8% | -79.7% |
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