-29.4%
CCL vs HAS
+106.0%
-135.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.3% |
| 7D | -1.5% | +2.0% | -3.6% | -2.7% |
| 30D | +16.5% | +30.9% | -14.5% | -1.6% |
| 3M | +11.2% | +28.8% | -17.6% | -5.3% |
| 6M | +22.6% | +32.3% | -9.7% | +1.2% |
| YTD | +2.6% | +54.7% | -52.1% | -23.3% |
| 1Y | +17.0% | +63.2% | -46.3% | -15.5% |
| 3Y | +145.5% | +220.7% | -75.1% | +9.9% |
| 5Y | +36.1% | +53.3% | -17.2% | -1.9% |
| 10Y | -29.4% | +104.2% | -133.7% | -57.6% |
| All | -29.4% | +106.0% | -135.5% | -57.6% |
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