+43.2%
CCL vs EXE
+163.0%
-119.8%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | -0.3% | +3.6% | -3.9% | -1.4% |
| 30D | +10.3% | -4.3% | +14.7% | +11.7% |
| 3M | +6.6% | -7.7% | +14.2% | +8.8% |
| 6M | +20.0% | -7.2% | +27.3% | +21.5% |
| YTD | -1.9% | -18.5% | +16.6% | +2.8% |
| 1Y | +10.4% | -24.4% | +34.8% | +18.8% |
| 3Y | +134.8% | +21.6% | +113.2% | +103.6% |
| 5Y | +34.0% | +77.3% | -43.3% | -5.0% |
| All | +43.2% | +163.0% | -119.8% | -25.2% |
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