-29.4%
CCL vs EXPD
+337.7%
-367.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.0% | -2.0% |
| 7D | -1.5% | -1.6% | 0.0% | -0.6% |
| 30D | +16.5% | +0.6% | +15.8% | +15.8% |
| 3M | +11.2% | +9.8% | +1.4% | +4.4% |
| 6M | +22.6% | +25.8% | -3.2% | +5.4% |
| YTD | +2.6% | +31.3% | -28.7% | -16.3% |
| 1Y | +17.0% | +40.9% | -24.0% | -9.1% |
| 3Y | +145.5% | +74.7% | +70.8% | +58.9% |
| 5Y | +36.1% | +62.9% | -26.8% | -9.0% |
| 10Y | -29.4% | +334.3% | -363.8% | -72.3% |
| All | -29.4% | +337.7% | -367.2% | -72.3% |
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