-23.8%
CCL vs HUBS
+598.6%
-622.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -0.7% |
| 7D | -4.4% | -6.2% | +1.9% | -2.4% |
| 30D | -18.2% | +6.6% | -24.8% | -20.8% |
| 3M | -17.7% | +16.4% | -34.2% | -24.2% |
| 6M | -13.0% | -19.7% | +6.7% | -12.4% |
| YTD | -24.5% | -42.6% | +18.2% | -15.7% |
| 1Y | -26.9% | -54.2% | +27.2% | -12.1% |
| 3Y | +50.8% | -57.1% | +107.9% | +82.3% |
| 5Y | -0.9% | -66.2% | +65.3% | +18.4% |
| 10Y | -41.7% | +328.3% | -369.9% | -67.6% |
| All | -23.8% | +598.6% | -622.4% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling