+807.8%
CCL vs HRB
+3,357.9%
-2,550.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.6% |
| 7D | -5.0% | -5.7% | +0.6% | -2.9% |
| 30D | -20.3% | +7.9% | -28.3% | -23.3% |
| 3M | -15.1% | +32.1% | -47.3% | -24.9% |
| 6M | -15.1% | +62.2% | -77.4% | -32.5% |
| YTD | -21.8% | +16.4% | -38.2% | -29.7% |
| 1Y | -24.8% | -0.3% | -24.5% | -28.3% |
| 3Y | +51.9% | +36.0% | +15.8% | +23.8% |
| 5Y | +4.0% | +125.2% | -121.2% | -32.0% |
| 10Y | -42.2% | +237.7% | -279.9% | -67.6% |
| All | +807.8% | +3,357.9% | -2,550.1% | +87.0% |
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