-28.5%
CCL vs EXPD
+334.2%
-362.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +2.5% |
| 7D | +3.1% | -5.5% | +8.5% | +6.5% |
| 30D | +17.5% | -1.9% | +19.4% | +18.7% |
| 3M | +6.8% | +6.1% | +0.7% | +2.5% |
| 6M | +18.7% | +21.6% | -2.9% | +4.2% |
| YTD | +3.0% | +27.9% | -24.9% | -14.6% |
| 1Y | +17.7% | +39.4% | -21.7% | -7.9% |
| 3Y | +155.6% | +72.7% | +82.9% | +66.4% |
| 5Y | +30.2% | +60.3% | -30.1% | -12.1% |
| 10Y | -28.5% | +332.6% | -361.1% | -72.5% |
| All | -28.5% | +334.2% | -362.6% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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