+1,042.5%
CCL vs EXPD
+30,870.6%
-29,828.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.5% | -1.1% | -3.9% |
| 7D | +2.6% | -4.8% | +7.4% | +4.3% |
| 30D | +11.3% | -1.5% | +12.9% | +11.9% |
| 3M | +0.3% | +4.1% | -3.9% | -1.4% |
| 6M | +16.1% | +24.0% | -7.9% | +7.1% |
| YTD | -1.6% | +27.4% | -29.0% | -11.0% |
| 1Y | +11.8% | +38.4% | -26.6% | -1.9% |
| 3Y | +139.6% | +73.2% | +66.4% | +92.1% |
| 5Y | +21.3% | +59.9% | -38.6% | +0.9% |
| 10Y | -29.8% | +319.9% | -349.7% | -57.4% |
| All | +1,042.5% | +30,870.6% | -29,828.0% | +187.0% |
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 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