-24.8%
CCL vs HWM
+48.6%
-73.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | -5.0% | -2.1% | -2.9% | -4.0% |
| 30D | -20.3% | -11.0% | -9.4% | -14.9% |
| 3M | -15.1% | +4.0% | -19.2% | -18.3% |
| 6M | -15.1% | -0.2% | -14.9% | -18.0% |
| YTD | -21.8% | +26.7% | -48.4% | -32.0% |
| 1Y | -24.8% | +44.7% | -69.5% | -36.9% |
| All | -24.8% | +48.6% | -73.4% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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