+1.4%
CCL vs URA
+128.0%
-126.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -5.0% | +1.1% | -6.1% | -5.5% |
| 30D | -20.3% | +7.4% | -27.7% | -23.0% |
| 3M | -15.1% | -8.4% | -6.7% | -12.6% |
| 6M | -15.1% | -12.7% | -2.4% | -11.2% |
| YTD | -21.8% | +7.8% | -29.6% | -27.4% |
| 1Y | -24.8% | +19.5% | -44.2% | -35.7% |
| 3Y | +51.9% | +116.4% | -64.6% | -13.2% |
| All | +1.4% | +128.0% | -126.6% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling