-42.6%
CCL vs HBM
+619.2%
-661.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -3.2% | -3.3% | +0.1% | -2.3% |
| 30D | -17.8% | -4.8% | -13.0% | -16.9% |
| 3M | -18.7% | -0.4% | -18.2% | -19.9% |
| 6M | -11.4% | +17.9% | -29.3% | -18.6% |
| YTD | -24.3% | +33.7% | -58.0% | -34.3% |
| 1Y | -28.8% | +95.6% | -124.4% | -46.6% |
| 3Y | +49.3% | +458.1% | -408.8% | -27.0% |
| 5Y | +1.6% | +329.0% | -327.4% | -48.9% |
| All | -42.6% | +619.2% | -661.8% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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