+5.8%
HD vs CCL
+53.4%
-47.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.1% | -5.0% | +3.0% | -0.9% |
| 30D | -8.4% | -20.3% | +11.9% | -3.7% |
| 3M | +4.3% | -15.1% | +19.5% | +8.0% |
| 6M | -11.1% | -15.1% | +4.0% | -8.6% |
| YTD | -4.7% | -21.8% | +17.1% | -0.8% |
| 1Y | -19.8% | -24.8% | +5.0% | -16.3% |
| All | +5.8% | +53.4% | -47.6% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling