-39.7%
CCI vs HTZ
-91.9%
+52.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -20.8% | +19.5% | -0.2% |
| 7D | +2.4% | -7.7% | +10.1% | +2.7% |
| 30D | +33.2% | -13.1% | +46.3% | +33.8% |
| 3M | +25.0% | +14.7% | +10.2% | +22.6% |
| 6M | +4.8% | -70.6% | +75.4% | +10.6% |
| YTD | +6.4% | -65.2% | +71.5% | +10.4% |
| 1Y | +6.5% | -73.2% | +79.6% | +12.2% |
| 3Y | +8.6% | -80.8% | +89.4% | +12.6% |
| 5Y | -35.3% | -94.8% | +59.5% | -29.5% |
| All | -39.7% | -91.9% | +52.1% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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