+807.8%
CCL vs HAL
+597.8%
+210.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -5.0% | +2.9% | -8.0% | -5.9% |
| 30D | -20.3% | +17.0% | -37.4% | -24.3% |
| 3M | -15.1% | -9.7% | -5.5% | -13.4% |
| 6M | -15.1% | +8.6% | -23.7% | -18.9% |
| YTD | -21.8% | +33.0% | -54.8% | -30.0% |
| 1Y | -24.8% | +68.3% | -93.1% | -37.6% |
| 3Y | +51.9% | +0.1% | +51.8% | +43.8% |
| 5Y | +4.0% | +102.6% | -98.6% | -22.5% |
| 10Y | -42.2% | +3.8% | -46.1% | -53.5% |
| All | +807.8% | +597.8% | +210.0% | +385.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling