+807.8%
CCL vs HUBB
+152,497.5%
-151,689.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -5.0% | +0.5% | -5.6% | -5.1% |
| 30D | -20.3% | -10.0% | -10.3% | -20.2% |
| 3M | -15.1% | -4.8% | -10.4% | -15.1% |
| 6M | -15.1% | -5.6% | -9.6% | -15.0% |
| YTD | -21.8% | +4.7% | -26.4% | -21.8% |
| 1Y | -24.8% | +6.7% | -31.5% | -24.9% |
| 3Y | +51.9% | +45.8% | +6.1% | +50.9% |
| 5Y | +4.0% | +145.9% | -141.9% | +2.5% |
| 10Y | -42.2% | +418.6% | -460.8% | -43.5% |
| All | +807.8% | +152,497.5% | -151,689.8% | +737.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling