+34.0%
CCL vs HAS
+49.5%
-15.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.3% | -3.2% |
| 7D | -0.3% | +1.6% | -2.0% | -1.2% |
| 30D | +10.3% | +26.6% | -16.3% | -3.7% |
| 3M | +6.6% | +29.0% | -22.4% | -8.1% |
| 6M | +20.0% | +30.6% | -10.6% | +1.4% |
| YTD | -1.9% | +51.5% | -53.4% | -24.3% |
| 1Y | +10.4% | +58.5% | -48.0% | -17.0% |
| 3Y | +134.8% | +214.1% | -79.3% | +9.4% |
| 5Y | +34.0% | +50.2% | -16.2% | +11.0% |
| All | +34.0% | +49.5% | -15.5% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling