+242.6%
HAL vs CCI
+1,102.0%
-859.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | -6.5% | +3.2% | -9.7% | -7.1% |
| 30D | -2.1% | +12.2% | -14.3% | -4.4% |
| 3M | -4.9% | +23.1% | -28.0% | -9.0% |
| 6M | -19.3% | +1.3% | -20.6% | -20.1% |
| YTD | +14.3% | +4.5% | +9.8% | +12.0% |
| 1Y | +17.3% | +2.3% | +15.0% | +15.4% |
| 3Y | -10.9% | +9.8% | -20.7% | -14.7% |
| 5Y | +47.4% | -36.5% | +83.9% | +55.5% |
| 10Y | -20.8% | +64.7% | -85.5% | -30.0% |
| All | +242.6% | +1,102.0% | -859.4% | +119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling