-42.8%
CCL vs HRB
+209.3%
-252.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -1.3% |
| 7D | -4.4% | -10.6% | +6.2% | +0.9% |
| 30D | -18.2% | -0.8% | -17.4% | -19.1% |
| 3M | -17.7% | +19.1% | -36.8% | -26.6% |
| 6M | -13.0% | +48.7% | -61.7% | -33.5% |
| YTD | -24.5% | +7.1% | -31.6% | -31.4% |
| 1Y | -26.9% | -8.3% | -18.6% | -27.7% |
| 3Y | +50.8% | +25.8% | +24.9% | +14.7% |
| 5Y | -0.9% | +111.1% | -112.0% | -48.9% |
| All | -42.8% | +209.3% | -252.1% | -77.3% |
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