+19.1%
CCL vs HTZ
-93.2%
+112.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.0% | +7.7% | +1.1% |
| 7D | +5.8% | -27.5% | +33.3% | +11.2% |
| 30D | +17.3% | -21.9% | +39.1% | +21.4% |
| 3M | +11.3% | -29.2% | +40.6% | +15.8% |
| 6M | +18.5% | -75.2% | +93.7% | +42.5% |
| YTD | +2.8% | -70.8% | +73.6% | +18.4% |
| 1Y | +16.7% | -76.1% | +92.9% | +39.1% |
| 3Y | +146.0% | -82.5% | +228.5% | +177.5% |
| 5Y | +33.6% | -94.1% | +127.7% | +112.7% |
| All | +19.1% | -93.2% | +112.3% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 10y: compounded portfolio wealth divided by compounded HTZ 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…
10y analysis · Full analysis span regression · 6 months rolling