-29.4%
CCL vs HAL
-18.9%
-10.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +5.8% | -6.5% | +12.3% | +9.4% |
| 30D | +17.3% | -2.1% | +19.4% | +18.0% |
| 3M | +11.3% | -4.9% | +16.2% | +12.6% |
| 6M | +18.5% | -19.3% | +37.8% | +28.0% |
| YTD | +2.8% | +14.3% | -11.5% | -10.4% |
| 1Y | +16.7% | +17.3% | -0.6% | +0.1% |
| 3Y | +146.0% | -10.9% | +156.9% | +132.2% |
| 5Y | +33.6% | +47.4% | -13.8% | -17.4% |
| 10Y | -29.4% | -20.8% | -8.6% | -70.1% |
| All | -29.4% | -18.9% | -10.5% | -70.1% |
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