+3.5%
CCL vs EXE
+106.6%
-103.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -0.1% | -1.8% | +1.7% | +0.4% |
| 30D | -20.0% | +6.4% | -26.4% | -21.6% |
| 3M | -13.7% | +9.2% | -22.9% | -16.4% |
| 6M | -9.0% | -7.0% | -2.0% | -7.8% |
| YTD | -22.8% | -9.5% | -13.4% | -21.6% |
| 1Y | -25.3% | +6.2% | -31.5% | -29.1% |
| 3Y | +54.1% | +20.7% | +33.3% | +37.3% |
| 5Y | +3.5% | +103.6% | -100.2% | -23.5% |
| All | +3.5% | +106.6% | -103.1% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling