+54.1%
CCL vs HUBB
+48.8%
+5.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.9% |
| 7D | -0.1% | +4.8% | -5.0% | -3.2% |
| 30D | -20.0% | -9.3% | -10.7% | -14.9% |
| 3M | -13.7% | -3.9% | -9.8% | -12.5% |
| 6M | -9.0% | -0.8% | -8.2% | -10.5% |
| YTD | -22.8% | +5.6% | -28.4% | -27.3% |
| 1Y | -25.3% | +7.7% | -33.0% | -30.9% |
| 3Y | +54.1% | +47.5% | +6.6% | +12.3% |
| All | +54.1% | +48.8% | +5.2% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling