+145.1%
CCL vs HTZ
-82.6%
+227.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.4% | +8.3% | +0.7% |
| 7D | +2.6% | -14.6% | +17.2% | +4.0% |
| 30D | +13.1% | -20.8% | +33.9% | +15.2% |
| 3M | +3.3% | -18.8% | +22.1% | +4.3% |
| 6M | +8.7% | -74.7% | +83.4% | +20.1% |
| YTD | -1.6% | -68.1% | +66.5% | +5.8% |
| 1Y | +14.0% | -73.5% | +87.5% | +24.0% |
| 3Y | +145.1% | -81.8% | +227.0% | +194.9% |
| All | +145.1% | -82.6% | +227.7% | +194.9% |
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