+10.4%
CCL vs HTZ
-76.0%
+86.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.1% | +1.7% | -3.6% |
| 7D | -0.3% | -14.0% | +13.6% | +1.4% |
| 30D | +10.3% | -19.8% | +30.1% | +13.1% |
| 3M | +6.6% | -45.0% | +51.6% | +13.0% |
| 6M | +20.0% | -73.2% | +93.2% | +43.3% |
| YTD | -1.9% | -70.0% | +68.2% | +9.9% |
| 1Y | +10.4% | -75.7% | +86.2% | +29.0% |
| All | +10.4% | -76.0% | +86.5% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling