-33.8%
CCL vs URI
+1,189.9%
-1,223.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.7% |
| 7D | -0.3% | +9.3% | -9.7% | -6.3% |
| 30D | +10.3% | +7.6% | +2.7% | +4.5% |
| 3M | +6.6% | +1.0% | +5.5% | +4.5% |
| 6M | +20.0% | +19.8% | +0.2% | +3.1% |
| YTD | -1.9% | +41.9% | -43.7% | -28.8% |
| 1Y | +10.4% | +33.4% | -22.9% | -16.3% |
| 3Y | +134.8% | +156.0% | -21.2% | +4.9% |
| 5Y | +34.0% | +209.5% | -175.5% | -48.5% |
| All | -33.8% | +1,189.9% | -1,223.7% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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