+42.6%
CCL vs EXE
+165.2%
-122.6%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -1.2% | +5.3% | -6.5% | -2.8% |
| 30D | +13.1% | -2.2% | +15.3% | +13.7% |
| 3M | +3.4% | -5.9% | +9.3% | +4.9% |
| 6M | +18.7% | -5.7% | +24.4% | +19.5% |
| YTD | -2.3% | -17.8% | +15.6% | +2.2% |
| 1Y | +14.2% | -23.1% | +37.3% | +22.1% |
| 3Y | +133.6% | +21.2% | +112.4% | +103.0% |
| 5Y | +33.5% | +78.8% | -45.3% | -5.6% |
| All | +42.6% | +165.2% | -122.6% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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