-41.7%
CCL vs HAL
+3.0%
-44.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.6% |
| 7D | -4.4% | -1.3% | -3.1% | -3.7% |
| 30D | -18.2% | +10.9% | -29.1% | -22.8% |
| 3M | -17.7% | -5.8% | -11.9% | -16.5% |
| 6M | -13.0% | +8.1% | -21.1% | -19.9% |
| YTD | -24.5% | +33.2% | -57.7% | -38.5% |
| 1Y | -26.9% | +74.2% | -101.1% | -49.3% |
| 3Y | +50.8% | -3.7% | +54.4% | +37.5% |
| 5Y | -0.9% | +111.9% | -112.8% | -50.2% |
| 10Y | -41.7% | +7.4% | -49.1% | -76.8% |
| All | -41.7% | +3.0% | -44.7% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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