+49.0%
CCL vs HCA
+57.7%
-8.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.1% | -3.3% |
| 7D | -4.4% | +4.9% | -9.3% | -5.5% |
| 30D | -18.2% | +1.9% | -20.1% | -18.6% |
| 3M | -17.7% | +12.7% | -30.5% | -20.3% |
| 6M | -13.0% | -22.3% | +9.3% | -8.0% |
| YTD | -24.5% | -9.3% | -15.1% | -23.5% |
| 1Y | -26.9% | +2.7% | -29.7% | -29.0% |
| All | +49.0% | +57.7% | -8.7% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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