+776.5%
CCL vs HUM
+5,540.8%
-4,764.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -4.4% | -0.2% | -4.1% | -4.3% |
| 30D | -18.2% | +3.7% | -21.9% | -18.9% |
| 3M | -17.7% | +10.4% | -28.1% | -19.6% |
| 6M | -13.0% | +125.7% | -138.7% | -26.9% |
| YTD | -24.5% | +57.3% | -81.8% | -32.3% |
| 1Y | -26.9% | +48.6% | -75.6% | -34.1% |
| 3Y | +50.8% | -11.3% | +62.1% | +46.2% |
| 5Y | -0.9% | +0.8% | -1.7% | -7.5% |
| 10Y | -41.7% | +146.7% | -188.3% | -53.5% |
| All | +776.5% | +5,540.8% | -4,764.3% | +235.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling