-25.3%
CCL vs EXEL
+52.9%
-78.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.6% |
| 7D | -0.1% | +1.4% | -1.5% | -0.6% |
| 30D | -20.0% | +6.7% | -26.6% | -21.6% |
| 3M | -13.7% | +11.5% | -25.1% | -16.8% |
| 6M | -9.0% | +38.8% | -47.8% | -18.9% |
| YTD | -22.8% | +31.6% | -54.4% | -30.3% |
| All | -25.3% | +52.9% | -78.3% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling