-9.4%
CCL vs HTZ
-89.5%
+80.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -5.0% | +7.5% | -12.5% | -6.2% |
| 30D | -20.3% | +47.4% | -67.8% | -26.8% |
| 3M | -15.1% | -54.9% | +39.8% | -6.9% |
| 6M | -15.1% | -47.0% | +31.9% | -10.6% |
| YTD | -21.8% | -55.3% | +33.5% | -15.3% |
| 1Y | -24.8% | -57.6% | +32.9% | -20.2% |
| 3Y | +51.9% | -86.6% | +138.5% | +111.2% |
| 5Y | +4.0% | -86.1% | +90.2% | +46.9% |
| All | -9.4% | -89.5% | +80.2% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling