-34.0%
CCL vs EXPD
+335.0%
-369.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.1% |
| 7D | -1.2% | +5.5% | -6.7% | -4.4% |
| 30D | +13.1% | -0.8% | +13.9% | +13.5% |
| 3M | +3.4% | +4.1% | -0.8% | +0.4% |
| 6M | +18.7% | +25.7% | -7.0% | +2.0% |
| YTD | -2.3% | +31.4% | -33.7% | -20.3% |
| 1Y | +14.2% | +42.2% | -28.0% | -11.8% |
| 3Y | +133.6% | +77.2% | +56.4% | +49.6% |
| 5Y | +33.5% | +61.0% | -27.5% | -10.1% |
| All | -34.0% | +335.0% | -369.0% | -73.8% |
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