+129.2%
HPE vs CCL
-23.9%
+153.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -0.6% | -5.0% | +4.5% | +0.6% |
| 30D | -2.3% | -20.3% | +18.1% | +3.1% |
| 3M | -2.9% | -15.1% | +12.3% | +0.5% |
| 6M | +143.6% | -15.1% | +158.7% | +148.1% |
| YTD | +118.5% | -21.8% | +140.3% | +125.9% |
| 1Y | +129.2% | -24.8% | +154.0% | +134.6% |
| All | +129.2% | -23.9% | +153.2% | +134.6% |
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