+1,042.1%
CCL vs HAS
+4,652.9%
-3,610.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +2.6% | -0.2% | +2.8% | +2.8% |
| 30D | +13.1% | +31.0% | -17.9% | +0.6% |
| 3M | +3.3% | +30.7% | -27.4% | -8.2% |
| 6M | +8.7% | +23.9% | -15.2% | -1.9% |
| YTD | -1.6% | +48.3% | -49.9% | -17.7% |
| 1Y | +14.0% | +60.2% | -46.2% | -7.8% |
| 3Y | +145.1% | +189.2% | -44.1% | +51.4% |
| 5Y | +21.2% | +50.4% | -29.2% | -1.8% |
| 10Y | -29.8% | +104.2% | -134.0% | -49.8% |
| All | +1,042.1% | +4,652.9% | -3,610.8% | +129.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling