-25.3%
CCL vs HWM
+30.1%
-55.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -10.7% | +9.4% | +4.2% |
| 7D | -0.1% | -9.2% | +9.0% | +4.4% |
| 30D | -20.0% | -17.9% | -2.1% | -11.5% |
| 3M | -13.7% | -6.0% | -7.6% | -12.9% |
| 6M | -9.0% | -7.4% | -1.7% | -8.6% |
| YTD | -22.8% | +13.1% | -35.9% | -29.1% |
| 1Y | -25.3% | +29.3% | -54.6% | -33.9% |
| All | -25.3% | +30.1% | -55.4% | -33.9% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling