-26.9%
CCL vs EXE
+4.5%
-31.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.5% |
| 7D | -4.4% | -2.7% | -1.7% | -4.9% |
| 30D | -18.2% | -0.4% | -17.8% | -18.2% |
| 3M | -17.7% | +9.5% | -27.2% | -16.2% |
| 6M | -13.0% | -9.3% | -3.7% | -12.6% |
| YTD | -24.5% | -10.9% | -13.6% | -23.8% |
| 1Y | -26.9% | +4.3% | -31.2% | -25.0% |
| All | -26.9% | +4.5% | -31.4% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling