-41.0%
CCL vs HDB
+34.0%
-75.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | +0.6% |
| 7D | -0.1% | -2.0% | +1.9% | +1.2% |
| 30D | -20.0% | -4.9% | -15.1% | -17.4% |
| 3M | -13.7% | -2.3% | -11.4% | -13.0% |
| 6M | -9.0% | -23.7% | +14.7% | +7.7% |
| YTD | -22.8% | -38.5% | +15.7% | +4.7% |
| 1Y | -25.3% | -36.5% | +11.2% | -1.0% |
| 3Y | +54.1% | -28.5% | +82.5% | +82.6% |
| 5Y | +3.5% | -37.4% | +40.9% | +30.9% |
| 10Y | -41.0% | +34.0% | -75.1% | -52.9% |
| All | -41.0% | +34.0% | -75.1% | -52.9% |
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