-34.0%
CCL vs EXEL
+320.7%
-354.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -1.2% | -0.8% | -0.4% | -0.9% |
| 30D | +13.1% | +13.1% | 0.0% | +9.0% |
| 3M | +3.4% | +36.3% | -33.0% | -6.1% |
| 6M | +18.7% | +34.5% | -15.8% | +8.0% |
| YTD | -2.3% | +57.4% | -59.7% | -15.6% |
| 1Y | +14.2% | +62.9% | -48.7% | -2.4% |
| 3Y | +133.6% | +229.5% | -95.9% | +54.5% |
| 5Y | +33.5% | +281.2% | -247.7% | -15.7% |
| All | -34.0% | +320.7% | -354.8% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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