+621.7%
HPE vs CCL
-46.0%
+667.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -0.6% | -5.0% | +4.5% | +0.8% |
| 30D | -2.3% | -20.3% | +18.1% | +4.0% |
| 3M | -2.9% | -15.1% | +12.3% | +1.3% |
| 6M | +143.6% | -15.1% | +158.7% | +151.2% |
| YTD | +118.5% | -21.8% | +140.3% | +129.6% |
| 1Y | +129.2% | -24.8% | +154.0% | +142.1% |
| 3Y | +212.5% | +51.9% | +160.7% | +164.4% |
| 5Y | +286.9% | +4.0% | +282.9% | +232.6% |
| 10Y | +432.3% | -42.2% | +474.6% | +390.9% |
| All | +621.7% | -46.0% | +667.7% | +580.8% |
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