-30.0%
CCL vs HWM
+1,165.4%
-1,195.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -2.0% | -1.2% |
| 7D | +3.1% | +3.3% | -0.2% | +0.2% |
| 30D | +13.7% | -7.6% | +21.3% | +18.5% |
| 3M | +3.8% | -28.9% | +32.7% | +28.2% |
| 6M | +9.3% | -19.7% | +28.9% | +23.0% |
| YTD | -1.1% | +0.5% | -1.6% | -5.3% |
| 1Y | +14.6% | +0.3% | +14.3% | +9.8% |
| 3Y | +146.4% | +325.8% | -179.4% | -19.9% |
| 5Y | +21.9% | +524.7% | -502.9% | -68.8% |
| 10Y | -29.4% | +1,491.8% | -1,521.2% | -88.1% |
| All | -30.0% | +1,165.4% | -1,195.4% | -88.1% |
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