+133.6%
CCL vs URA
+35.4%
+98.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | -1.2% | -1.5% | +0.4% | -0.7% |
| 30D | +13.1% | -10.4% | +23.5% | +16.9% |
| 3M | +3.4% | -29.6% | +33.0% | +14.7% |
| 6M | +18.7% | -40.3% | +59.0% | +37.8% |
| YTD | -2.3% | -25.5% | +23.2% | +4.3% |
| 1Y | +14.2% | -26.4% | +40.6% | +22.0% |
| 3Y | +133.6% | +31.4% | +102.1% | +91.2% |
| All | +133.6% | +35.4% | +98.2% | +91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling