-4.3%
HD vs CCL
+13.2%
-17.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +4.3% | +3.1% | +1.2% | +3.5% |
| 30D | +20.2% | +13.7% | +6.5% | +16.2% |
| 3M | -1.0% | +3.8% | -4.8% | -1.9% |
| 6M | +7.9% | +9.3% | -1.4% | +5.1% |
| YTD | +2.0% | -1.1% | +3.1% | -0.7% |
| 1Y | -4.3% | +14.6% | -18.9% | -10.5% |
| All | -4.3% | +13.2% | -17.5% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling