+340.8%
HPE vs CCL
-2.4%
+343.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.0% | -5.2% | -6.0% |
| 7D | +1.4% | -4.3% | +5.7% | +2.6% |
| 30D | +1.5% | -19.0% | +20.5% | +7.5% |
| 3M | +21.7% | -13.1% | +34.8% | +25.8% |
| 6M | +164.2% | -13.3% | +177.5% | +170.3% |
| YTD | +132.1% | -25.2% | +157.3% | +146.3% |
| 1Y | +130.6% | -27.2% | +157.8% | +145.3% |
| 3Y | +244.1% | +49.2% | +194.9% | +196.4% |
| 5Y | +340.8% | +0.4% | +340.5% | +296.4% |
| All | +340.8% | -2.4% | +343.2% | +296.4% |
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