-34.0%
CCL vs HAL
-13.9%
-20.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -2.0% |
| 7D | -1.2% | +6.1% | -7.3% | -4.2% |
| 30D | +13.1% | +2.9% | +10.2% | +10.8% |
| 3M | +3.4% | +3.3% | 0.0% | +0.1% |
| 6M | +18.7% | -16.9% | +35.6% | +26.6% |
| YTD | -2.3% | +21.2% | -23.4% | -17.4% |
| 1Y | +14.2% | +27.5% | -13.4% | -6.2% |
| 3Y | +133.6% | -6.4% | +140.0% | +114.9% |
| 5Y | +33.5% | +58.0% | -24.5% | -20.6% |
| All | -34.0% | -13.9% | -20.1% | -72.7% |
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