+49.3%
CCL vs HUM
-9.4%
+58.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.0% | +1.0% |
| 7D | -3.2% | +2.1% | -5.3% | -3.4% |
| 30D | -17.8% | +5.4% | -23.2% | -18.2% |
| 3M | -18.7% | +11.4% | -30.1% | -19.6% |
| 6M | -11.4% | +141.5% | -152.9% | -20.2% |
| YTD | -24.3% | +61.2% | -85.5% | -28.7% |
| 1Y | -28.8% | +49.2% | -78.0% | -32.6% |
| 3Y | +49.3% | -9.0% | +58.4% | +32.6% |
| All | +49.3% | -9.4% | +58.7% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling