+132.4%
HOOD vs CCL
+30.9%
+101.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.0% |
| 7D | -4.8% | +3.1% | -7.9% | -6.3% |
| 30D | -26.1% | +13.7% | -39.8% | -30.6% |
| 3M | -10.8% | +3.8% | -14.6% | -13.2% |
| 6M | +2.4% | +9.3% | -6.9% | -3.9% |
| YTD | -28.5% | -1.1% | -27.4% | -30.5% |
| 1Y | -36.3% | +14.6% | -50.9% | -43.2% |
| 3Y | +743.7% | +146.4% | +597.3% | +427.9% |
| 5Y | +118.6% | +21.9% | +96.8% | +44.9% |
| All | +132.4% | +30.9% | +101.5% | +67.7% |
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