+1,042.1%
CCL vs EXPD
+30,172.0%
-29,129.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +0.8% |
| 7D | +2.6% | -7.2% | +9.8% | +5.3% |
| 30D | +13.1% | -3.3% | +16.4% | +14.4% |
| 3M | +3.3% | +3.4% | -0.1% | +1.8% |
| 6M | +8.7% | +22.7% | -14.0% | +0.7% |
| YTD | -1.6% | +24.5% | -26.1% | -10.3% |
| 1Y | +14.0% | +38.6% | -24.7% | -0.1% |
| 3Y | +145.1% | +71.5% | +73.6% | +97.3% |
| 5Y | +21.2% | +56.2% | -35.0% | +1.6% |
| 10Y | -29.8% | +310.5% | -340.3% | -57.1% |
| All | +1,042.1% | +30,172.0% | -29,129.9% | +189.2% |
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