+1,038.6%
CCL vs HRB
+3,475.6%
-2,437.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.2% |
| 7D | -0.3% | -7.8% | +7.4% | +2.6% |
| 30D | +10.3% | +15.7% | -5.4% | +3.9% |
| 3M | +6.6% | -5.5% | +12.1% | +8.0% |
| 6M | +20.0% | +41.1% | -21.1% | +2.6% |
| YTD | -1.9% | +20.4% | -22.3% | -13.5% |
| 1Y | +10.4% | +15.2% | -4.8% | -0.8% |
| 3Y | +134.8% | +24.3% | +110.5% | +97.9% |
| 5Y | +34.0% | +144.7% | -110.7% | -15.6% |
| 10Y | -32.5% | +227.8% | -260.3% | -62.1% |
| All | +1,038.6% | +3,475.6% | -2,437.0% | +130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling