+1.4%
CCL vs EXC
+47.1%
-45.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -5.0% | +0.3% | -5.3% | -5.1% |
| 30D | -20.3% | -3.7% | -16.6% | -19.8% |
| 3M | -15.1% | -1.3% | -13.9% | -15.0% |
| 6M | -15.1% | -9.7% | -5.4% | -13.8% |
| YTD | -21.8% | +2.9% | -24.7% | -22.7% |
| 1Y | -24.8% | +4.4% | -29.2% | -26.1% |
| 3Y | +51.9% | +22.2% | +29.7% | +39.2% |
| All | +1.4% | +47.1% | -45.7% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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