+145.6%
CCL vs HAS
+215.8%
-70.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.6% |
| 7D | +5.8% | +3.3% | +2.5% | +4.3% |
| 30D | +17.3% | +30.5% | -13.3% | +3.0% |
| 3M | +11.3% | +29.9% | -18.6% | -2.1% |
| 6M | +18.5% | +26.5% | -8.1% | +4.5% |
| YTD | +2.8% | +51.9% | -49.1% | -17.5% |
| 1Y | +16.7% | +60.9% | -44.2% | -8.9% |
| All | +145.6% | +215.8% | -70.2% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling