+10.2%
CCL vs EXE
+187.5%
-177.3%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.6% |
| 7D | -4.4% | -2.7% | -1.7% | -3.5% |
| 30D | -18.2% | -0.4% | -17.8% | -18.2% |
| 3M | -17.7% | +9.5% | -27.2% | -20.7% |
| 6M | -13.0% | -9.3% | -3.7% | -11.0% |
| YTD | -24.5% | -10.9% | -13.6% | -22.8% |
| 1Y | -26.9% | +4.3% | -31.2% | -30.5% |
| 3Y | +50.8% | +18.8% | +31.9% | +33.5% |
| 5Y | -0.9% | +101.4% | -102.3% | -34.1% |
| All | +10.2% | +187.5% | -177.3% | -43.8% |
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