-28.8%
CCL vs HRB
-6.2%
-22.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -3.2% | -8.0% | +4.8% | -3.2% |
| 30D | -17.8% | -16.0% | -1.8% | -17.8% |
| 3M | -18.7% | +26.9% | -45.5% | -18.1% |
| 6M | -11.4% | +51.1% | -62.5% | -10.3% |
| YTD | -24.3% | +7.1% | -31.4% | -16.2% |
| 1Y | -28.8% | -9.6% | -19.2% | -22.5% |
| All | -28.8% | -6.2% | -22.6% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling