+1,047.9%
CCL vs EXC
+2,465.1%
-1,417.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.2% |
| 7D | +3.1% | -1.2% | +4.3% | +3.6% |
| 30D | +13.7% | +10.0% | +3.7% | +9.5% |
| 3M | +3.8% | +1.6% | +2.2% | +3.2% |
| 6M | +9.3% | +3.3% | +6.0% | +7.6% |
| YTD | -1.1% | +7.6% | -8.6% | -4.8% |
| 1Y | +14.6% | +3.5% | +11.1% | +11.7% |
| 3Y | +146.4% | +27.7% | +118.7% | +116.1% |
| 5Y | +21.9% | +41.1% | -19.3% | +1.5% |
| 10Y | -29.4% | +178.2% | -207.6% | -52.9% |
| All | +1,047.9% | +2,465.1% | -1,417.1% | +258.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling