+155.6%
CCL vs EXE
+14.7%
+140.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +4.0% |
| 7D | +3.1% | -3.9% | +7.0% | +3.5% |
| 30D | +17.5% | -2.6% | +20.1% | +17.8% |
| 3M | +6.8% | -6.9% | +13.7% | +7.5% |
| 6M | +18.7% | -9.3% | +28.0% | +19.7% |
| YTD | +3.0% | -20.7% | +23.8% | +6.7% |
| 1Y | +17.7% | -21.8% | +39.5% | +22.1% |
| 3Y | +155.6% | +16.2% | +139.4% | +128.9% |
| All | +155.6% | +14.7% | +140.9% | +128.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling