+205.0%
HD vs CCL
-41.5%
+246.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | -1.2% | -0.1% | -1.0% | -1.2% |
| 30D | -11.1% | -20.0% | +8.8% | -7.9% |
| 3M | +2.0% | -13.7% | +15.7% | +4.3% |
| 6M | -10.5% | -9.0% | -1.4% | -9.4% |
| YTD | -6.9% | -22.8% | +16.0% | -3.7% |
| 1Y | -23.2% | -25.3% | +2.1% | -20.5% |
| 3Y | +3.1% | +54.1% | -51.0% | -6.6% |
| 5Y | +7.4% | +3.5% | +3.9% | -2.5% |
| 10Y | +205.0% | -41.0% | +246.0% | +176.4% |
| All | +205.0% | -41.5% | +246.5% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 10y: compounded portfolio wealth divided by compounded CCL 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…
10y analysis · Full analysis span regression · 6 months rolling