-42.6%
CCL vs HUBS
+323.9%
-366.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -3.2% | -9.0% | +5.8% | +0.1% |
| 30D | -17.8% | +7.2% | -25.0% | -20.8% |
| 3M | -18.7% | +20.9% | -39.5% | -26.7% |
| 6M | -11.4% | -13.0% | +1.6% | -13.6% |
| YTD | -24.3% | -43.8% | +19.5% | -14.0% |
| 1Y | -28.8% | -54.6% | +25.8% | -12.6% |
| 3Y | +49.3% | -58.5% | +107.8% | +85.4% |
| 5Y | +1.6% | -66.4% | +68.0% | +22.7% |
| All | -42.6% | +323.9% | -366.5% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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