+1,090.6%
CCL vs HRB
+3,493.2%
-2,402.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.5% | -8.1% | +6.6% | +1.5% |
| 30D | +16.5% | +15.0% | +1.4% | +9.9% |
| 3M | +11.2% | +10.2% | +1.0% | +5.5% |
| 6M | +22.6% | +44.2% | -21.6% | +3.9% |
| YTD | +2.6% | +21.0% | -18.4% | -9.7% |
| 1Y | +17.0% | +12.0% | +5.0% | +6.2% |
| 3Y | +145.5% | +24.9% | +120.6% | +106.6% |
| 5Y | +36.1% | +144.6% | -108.5% | -14.2% |
| 10Y | -29.4% | +229.4% | -258.8% | -60.4% |
| All | +1,090.6% | +3,493.2% | -2,402.6% | +140.2% |
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