+370.3%
HPE vs CCL
-32.5%
+402.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.6% |
| 7D | +7.9% | -1.2% | +9.0% | +8.2% |
| 30D | -23.5% | +13.1% | -36.6% | -26.2% |
| 3M | -19.1% | +3.4% | -22.4% | -20.3% |
| 6M | +51.4% | +18.7% | +32.7% | +42.7% |
| YTD | +103.4% | -2.3% | +105.7% | +99.7% |
| 1Y | +114.4% | +14.2% | +100.2% | +100.7% |
| 3Y | +224.7% | +133.6% | +91.1% | +145.1% |
| 5Y | +277.8% | +33.5% | +244.3% | +203.6% |
| All | +370.3% | -32.5% | +402.7% | +343.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling