-13.7%
HAL vs CCI
+6.3%
-20.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.1% |
| 7D | -12.0% | -0.1% | -11.9% | -12.0% |
| 30D | +0.3% | +28.4% | -28.1% | -1.1% |
| 3M | -1.6% | +20.0% | -21.6% | -2.7% |
| 6M | -20.5% | +0.8% | -21.3% | -20.8% |
| YTD | +14.2% | +3.6% | +10.6% | +13.5% |
| 1Y | +18.9% | +6.1% | +12.8% | +18.0% |
| 3Y | -13.7% | +7.2% | -20.9% | -17.8% |
| All | -13.7% | +6.3% | -20.0% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 3y: compounded portfolio wealth divided by compounded CCI 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…
3y analysis · Full analysis span regression · 6 months rolling