+10.4%
CCL vs HBM
+31.2%
-20.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -3.9% |
| 7D | -0.3% | +5.1% | -5.4% | -1.8% |
| 30D | +10.3% | -15.8% | +26.1% | +15.4% |
| 3M | +6.6% | -22.4% | +29.0% | +13.3% |
| 6M | +20.0% | -20.2% | +40.3% | +24.5% |
| YTD | -1.9% | +9.0% | -10.9% | -7.4% |
| 1Y | +10.4% | +27.4% | -16.9% | +0.4% |
| All | +10.4% | +31.2% | -20.8% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling