+22.2%
CCL vs HTZ
-95.4%
+117.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.4% | +8.3% | +1.4% |
| 7D | +2.6% | -14.6% | +17.2% | +5.0% |
| 30D | +13.1% | -20.8% | +33.9% | +17.0% |
| 3M | +3.3% | -18.8% | +22.1% | +4.9% |
| 6M | +8.7% | -74.7% | +83.4% | +31.4% |
| YTD | -1.6% | -68.1% | +66.5% | +12.2% |
| 1Y | +14.0% | -73.5% | +87.5% | +34.1% |
| 3Y | +145.1% | -81.8% | +227.0% | +186.5% |
| All | +22.2% | -95.4% | +117.6% | +131.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling