+54.1%
CCL vs HBM
+522.1%
-468.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.8% | -7.1% | -2.9% |
| 7D | -0.1% | +7.4% | -7.5% | -2.2% |
| 30D | -20.0% | +5.1% | -25.0% | -21.4% |
| 3M | -13.7% | +11.1% | -24.8% | -17.1% |
| 6M | -9.0% | +30.2% | -39.2% | -17.7% |
| YTD | -22.8% | +46.2% | -69.0% | -33.1% |
| 1Y | -25.3% | +120.0% | -145.4% | -43.2% |
| 3Y | +54.1% | +527.4% | -473.3% | -23.3% |
| All | +54.1% | +522.1% | -468.0% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling