-42.6%
CCL vs HUBB
+446.9%
-489.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.5% | -0.2% |
| 7D | -3.2% | -0.1% | -3.2% | -3.2% |
| 30D | -17.8% | -10.0% | -7.8% | -10.3% |
| 3M | -18.7% | -1.6% | -17.1% | -19.1% |
| 6M | -11.4% | -3.1% | -8.3% | -11.3% |
| YTD | -24.3% | +4.6% | -28.9% | -29.4% |
| 1Y | -28.8% | +3.3% | -32.2% | -33.4% |
| 3Y | +49.3% | +46.6% | +2.7% | -2.9% |
| 5Y | +1.6% | +158.7% | -157.1% | -63.3% |
| All | -42.6% | +446.9% | -489.5% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 10y: compounded portfolio wealth divided by compounded HUBB 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…
10y analysis · Full analysis span regression · 6 months rolling