+257.9%
HD vs CCL
-27.9%
+285.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +2.2% |
| 7D | +3.6% | +3.1% | +0.5% | +3.1% |
| 30D | +21.6% | +17.5% | +4.0% | +18.4% |
| 3M | +0.1% | +6.8% | -6.7% | -1.2% |
| 6M | +13.0% | +18.7% | -5.7% | +9.5% |
| YTD | +4.9% | +3.0% | +1.9% | +3.4% |
| 1Y | -2.1% | +17.7% | -19.8% | -5.7% |
| 3Y | +32.6% | +155.6% | -123.0% | +11.1% |
| 5Y | +8.2% | +30.2% | -21.9% | -5.3% |
| 10Y | +257.9% | -28.5% | +286.4% | +234.0% |
| All | +257.9% | -27.9% | +285.8% | +234.0% |
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