-34.0%
CCL vs HWM
+1,487.1%
-1,521.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | +0.3% |
| 7D | -1.2% | +7.3% | -8.5% | -5.9% |
| 30D | +13.1% | +1.6% | +11.5% | +10.5% |
| 3M | +3.4% | -21.9% | +25.2% | +19.8% |
| 6M | +18.7% | -19.0% | +37.8% | +33.5% |
| YTD | -2.3% | +7.9% | -10.2% | -10.9% |
| 1Y | +14.2% | +9.9% | +4.3% | +2.6% |
| 3Y | +133.6% | +342.1% | -208.6% | -26.4% |
| 5Y | +33.5% | +600.8% | -567.3% | -68.6% |
| All | -34.0% | +1,487.1% | -1,521.1% | -89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling