-44.6%
CCL vs HWM
+1,494.1%
-1,538.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.5% |
| 7D | -5.0% | -2.1% | -2.9% | -4.0% |
| 30D | -20.3% | -11.0% | -9.4% | -14.1% |
| 3M | -15.1% | +4.0% | -19.2% | -18.3% |
| 6M | -15.1% | -0.2% | -14.9% | -15.8% |
| YTD | -21.8% | +26.7% | -48.4% | -34.9% |
| 1Y | -24.8% | +44.7% | -69.5% | -43.3% |
| 3Y | +51.9% | +426.1% | -374.2% | -56.5% |
| 5Y | +4.0% | +738.5% | -734.5% | -77.7% |
| All | -44.6% | +1,494.1% | -1,538.7% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling