-29.4%
CCL vs EXEL
+363.4%
-392.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.3% |
| 7D | +5.8% | -2.4% | +8.2% | +6.7% |
| 30D | +17.3% | +17.9% | -0.7% | +11.5% |
| 3M | +11.3% | +33.3% | -21.9% | +1.8% |
| 6M | +18.5% | +46.6% | -28.1% | +4.9% |
| YTD | +2.8% | +61.0% | -58.2% | -11.8% |
| 1Y | +16.7% | +70.4% | -53.7% | -1.6% |
| 3Y | +146.0% | +236.1% | -90.1% | +61.8% |
| 5Y | +33.6% | +284.8% | -251.2% | -15.9% |
| 10Y | -29.4% | +348.4% | -377.9% | -58.1% |
| All | -29.4% | +363.4% | -392.9% | -58.1% |
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