+155.6%
CCL vs HTZ
-81.5%
+237.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.2% |
| 7D | +3.1% | -16.4% | +19.5% | +4.6% |
| 30D | +17.5% | -15.1% | +32.6% | +19.0% |
| 3M | +6.8% | -28.2% | +35.0% | +9.0% |
| 6M | +18.7% | -73.1% | +91.8% | +30.3% |
| YTD | +3.0% | -68.3% | +71.3% | +10.8% |
| 1Y | +17.7% | -75.2% | +92.9% | +28.8% |
| 3Y | +155.6% | -81.1% | +236.7% | +205.3% |
| All | +155.6% | -81.5% | +237.1% | +205.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling