-34.0%
CCL vs HRB
+221.6%
-255.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.3% |
| 7D | -1.2% | -5.1% | +3.9% | +1.3% |
| 30D | +13.1% | +8.7% | +4.5% | +8.1% |
| 3M | +3.4% | -5.4% | +8.8% | +5.0% |
| 6M | +18.7% | +41.6% | -22.9% | -4.2% |
| YTD | -2.3% | +18.7% | -20.9% | -16.4% |
| 1Y | +14.2% | +16.4% | -2.2% | -1.1% |
| 3Y | +133.6% | +22.0% | +111.6% | +83.3% |
| 5Y | +33.5% | +141.2% | -107.7% | -36.5% |
| All | -34.0% | +221.6% | -255.6% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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