-28.5%
CCL vs HDB
+61.5%
-90.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +2.4% |
| 7D | +3.1% | +13.7% | -10.6% | -5.1% |
| 30D | +17.5% | +15.8% | +1.7% | +6.7% |
| 3M | +6.8% | +9.2% | -2.4% | +0.4% |
| 6M | +18.7% | +3.2% | +15.6% | +14.9% |
| YTD | +3.0% | -29.4% | +32.4% | +27.5% |
| 1Y | +17.7% | -27.9% | +45.6% | +43.7% |
| 3Y | +155.6% | -5.9% | +161.5% | +151.1% |
| 5Y | +30.2% | -23.5% | +53.7% | +44.4% |
| 10Y | -28.5% | +61.3% | -89.8% | -47.9% |
| All | -28.5% | +61.5% | -90.0% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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