-30.8%
CCL vs HAS
+101.4%
-132.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +3.1% | -0.2% | +3.3% | +3.3% |
| 30D | +13.7% | +31.0% | -17.3% | -4.0% |
| 3M | +3.8% | +30.7% | -26.9% | -12.5% |
| 6M | +9.3% | +23.9% | -14.6% | -6.0% |
| YTD | -1.1% | +48.3% | -49.4% | -24.2% |
| 1Y | +14.6% | +60.2% | -45.7% | -16.3% |
| 3Y | +146.4% | +189.2% | -42.8% | +17.7% |
| 5Y | +21.9% | +50.4% | -28.6% | -11.3% |
| All | -30.8% | +101.4% | -132.2% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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