-28.9%
CCL vs URA
-31.1%
+2.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.1% |
| 3M | -15.1% | -8.4% | -6.7% | -12.7% |
| 6M | -15.1% | -12.7% | -2.4% | -11.1% |
| YTD | -21.8% | +7.8% | -29.6% | -27.1% |
| 1Y | -24.8% | +19.5% | -44.2% | -34.9% |
| 3Y | +51.9% | +116.4% | -64.6% | -6.4% |
| 5Y | +4.0% | +134.3% | -130.2% | -39.9% |
| 10Y | -42.2% | +359.3% | -401.5% | -76.2% |
| All | -28.9% | -31.1% | +2.2% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling