+33,321.4%
HD vs CCL
+1,049.3%
+32,272.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.3% | +2.6% | +1.7% | +3.6% |
| 30D | +20.2% | +13.1% | +7.1% | +16.1% |
| 3M | -1.0% | +3.3% | -4.3% | -2.4% |
| 6M | +7.9% | +8.7% | -0.8% | +4.5% |
| YTD | +2.0% | -1.6% | +3.6% | +0.5% |
| 1Y | -4.3% | +14.0% | -18.3% | -9.9% |
| 3Y | +25.9% | +145.1% | -119.2% | -9.1% |
| 5Y | +5.8% | +21.2% | -15.4% | -16.6% |
| 10Y | +262.5% | -29.8% | +292.3% | +155.9% |
| All | +33,321.4% | +1,049.3% | +32,272.1% | +6,932.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling