-42.6%
CCL vs HUM
+152.7%
-195.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.0% | +0.6% |
| 7D | -3.2% | +2.1% | -5.3% | -3.8% |
| 30D | -17.8% | +5.4% | -23.2% | -19.2% |
| 3M | -18.7% | +11.4% | -30.1% | -21.8% |
| 6M | -11.4% | +141.5% | -152.9% | -34.7% |
| YTD | -24.3% | +61.2% | -85.5% | -37.2% |
| 1Y | -28.8% | +49.2% | -78.0% | -39.9% |
| 3Y | +49.3% | -9.0% | +58.4% | +44.9% |
| 5Y | +1.6% | +7.2% | -5.6% | -14.1% |
| All | -42.6% | +152.7% | -195.3% | -61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling