+242.4%
HAL vs CCI
+1,091.9%
-849.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.2% |
| 7D | -12.0% | -0.1% | -11.9% | -12.0% |
| 30D | +0.3% | +28.4% | -28.1% | -4.8% |
| 3M | -1.6% | +20.0% | -21.6% | -5.4% |
| 6M | -20.5% | +0.8% | -21.3% | -21.2% |
| YTD | +14.2% | +3.6% | +10.6% | +12.1% |
| 1Y | +18.9% | +6.1% | +12.8% | +16.1% |
| 3Y | -13.7% | +7.2% | -20.9% | -17.1% |
| 5Y | +42.2% | -37.0% | +79.2% | +50.2% |
| 10Y | -16.7% | +54.2% | -70.9% | -25.6% |
| All | +242.4% | +1,091.9% | -849.5% | +119.6% |
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