+235.0%
CCL vs HIG
+1,002.1%
-767.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -5.0% | +0.3% | -5.4% | -5.2% |
| 30D | -20.3% | -3.2% | -17.1% | -19.6% |
| 3M | -15.1% | +9.1% | -24.3% | -17.7% |
| 6M | -15.1% | -1.8% | -13.3% | -14.9% |
| YTD | -21.8% | +1.8% | -23.5% | -22.4% |
| 1Y | -24.8% | +4.6% | -29.4% | -26.1% |
| 3Y | +51.9% | +101.6% | -49.8% | +21.5% |
| 5Y | +4.0% | +124.5% | -120.4% | -18.1% |
| 10Y | -42.2% | +317.8% | -360.0% | -60.1% |
| All | +235.0% | +1,002.1% | -767.1% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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