+1.3%
CCL vs HRB
+108.2%
-107.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.1% | +0.3% |
| 7D | -0.1% | -9.1% | +8.9% | +2.2% |
| 30D | -20.0% | +0.3% | -20.2% | -20.5% |
| 3M | -13.7% | +23.4% | -37.0% | -19.2% |
| 6M | -9.0% | +45.1% | -54.1% | -19.7% |
| YTD | -22.8% | +8.9% | -31.7% | -24.7% |
| 1Y | -25.3% | -7.9% | -17.4% | -22.4% |
| 3Y | +54.1% | +27.9% | +26.1% | +30.8% |
| All | +1.3% | +108.2% | -107.0% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling