+92.6%
CCL vs HBM
+462.4%
-369.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.0% |
| 7D | -0.3% | +5.1% | -5.4% | -1.7% |
| 30D | +10.3% | -15.8% | +26.1% | +15.3% |
| 3M | +6.6% | -22.4% | +29.0% | +13.2% |
| 6M | +20.0% | -20.2% | +40.3% | +24.7% |
| YTD | -1.9% | +9.0% | -10.9% | -7.5% |
| 1Y | +10.4% | +27.4% | -16.9% | -0.5% |
| 3Y | +134.8% | +424.2% | -289.4% | +37.2% |
| 5Y | +34.0% | +196.1% | -162.1% | -12.6% |
| 10Y | -32.5% | +285.4% | -317.9% | -65.2% |
| All | +92.6% | +462.4% | -369.7% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling