-41.7%
CCL vs EXEL
+378.5%
-420.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.5% |
| 7D | -4.4% | -0.3% | -4.0% | -4.3% |
| 30D | -18.2% | +10.1% | -28.3% | -20.5% |
| 3M | -17.7% | +10.1% | -27.8% | -20.1% |
| 6M | -13.0% | +37.7% | -50.7% | -21.0% |
| YTD | -24.5% | +33.1% | -57.6% | -30.9% |
| 1Y | -26.9% | +52.4% | -79.3% | -36.0% |
| 3Y | +50.8% | +163.8% | -113.1% | +9.4% |
| 5Y | -0.9% | +198.5% | -199.4% | -30.9% |
| 10Y | -41.7% | +386.9% | -428.6% | -60.8% |
| All | -41.7% | +378.5% | -420.2% | -60.8% |
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