+6.7%
HD vs CCL
+32.6%
-26.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +1.5% | -1.2% | +2.7% | +1.7% |
| 30D | +18.0% | +13.1% | +4.9% | +15.4% |
| 3M | +2.8% | +3.4% | -0.6% | +1.9% |
| 6M | +17.0% | +18.7% | -1.7% | +13.0% |
| YTD | +3.5% | -2.3% | +5.8% | +2.7% |
| 1Y | -2.6% | +14.2% | -16.8% | -6.0% |
| 3Y | +30.7% | +133.6% | -102.8% | +9.5% |
| All | +6.7% | +32.6% | -26.0% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling