+807.8%
CCL vs EXPD
+30,859.1%
-30,051.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -5.0% | -1.1% | -3.9% | -4.7% |
| 30D | -20.3% | +4.1% | -24.4% | -21.5% |
| 3M | -15.1% | +17.9% | -33.0% | -20.1% |
| 6M | -15.1% | +29.2% | -44.3% | -23.0% |
| YTD | -21.8% | +27.4% | -49.1% | -29.2% |
| 1Y | -24.8% | +56.8% | -81.6% | -37.2% |
| 3Y | +51.9% | +68.0% | -16.2% | +23.3% |
| 5Y | +4.0% | +61.9% | -57.8% | -14.0% |
| 10Y | -42.2% | +316.0% | -358.2% | -64.8% |
| All | +807.8% | +30,859.1% | -30,051.3% | +128.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling