+1,034.4%
CCL vs HUBB
+144,634.5%
-143,600.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.4% |
| 7D | -1.2% | +1.8% | -2.9% | -1.2% |
| 30D | +13.1% | -7.7% | +20.8% | +13.3% |
| 3M | +3.4% | -13.6% | +16.9% | +3.7% |
| 6M | +18.7% | -9.1% | +27.8% | +18.9% |
| YTD | -2.3% | -0.7% | -1.5% | -2.2% |
| 1Y | +14.2% | +1.1% | +13.1% | +14.2% |
| 3Y | +133.6% | +56.2% | +77.4% | +131.8% |
| 5Y | +33.5% | +126.6% | -93.1% | +31.7% |
| 10Y | -32.8% | +384.6% | -417.3% | -34.2% |
| All | +1,034.4% | +144,634.5% | -143,600.1% | +947.2% |
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