-24.8%
CCL vs HUM
+31.0%
-55.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.2% |
| 7D | -5.0% | +4.2% | -9.2% | -5.2% |
| 30D | -20.3% | +10.4% | -30.7% | -20.7% |
| 3M | -15.1% | +15.1% | -30.2% | -15.7% |
| 6M | -15.1% | +120.9% | -136.0% | -20.3% |
| YTD | -21.8% | +57.9% | -79.7% | -24.8% |
| 1Y | -24.8% | +30.6% | -55.3% | -26.8% |
| All | -24.8% | +31.0% | -55.8% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 1y: compounded portfolio wealth divided by compounded HUM 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…
1y analysis · Full analysis span regression · 6 months rolling