+1.4%
CCL vs EXPD
+61.6%
-60.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | -5.0% | -1.1% | -3.9% | -4.4% |
| 30D | -20.3% | +4.1% | -24.4% | -22.2% |
| 3M | -15.1% | +17.9% | -33.0% | -23.1% |
| 6M | -15.1% | +29.2% | -44.3% | -27.7% |
| YTD | -21.8% | +27.4% | -49.1% | -33.8% |
| 1Y | -24.8% | +56.8% | -81.6% | -45.4% |
| 3Y | +51.9% | +68.0% | -16.2% | +2.1% |
| All | +1.4% | +61.6% | -60.2% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling