-28.5%
CCL vs EXPE
+119.8%
-148.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +3.1% | -13.3% | +16.4% | +13.4% |
| 30D | +17.5% | -5.5% | +23.0% | +20.3% |
| 3M | +6.8% | -16.5% | +23.3% | +18.3% |
| 6M | +18.7% | +13.1% | +5.6% | +3.4% |
| YTD | +3.0% | -8.0% | +11.0% | +0.2% |
| 1Y | +17.7% | +1.1% | +16.6% | +5.8% |
| 3Y | +155.6% | +131.2% | +24.4% | +4.0% |
| 5Y | +30.2% | +39.8% | -9.6% | -21.1% |
| 10Y | -28.5% | +118.5% | -146.9% | -77.5% |
| All | -28.5% | +119.8% | -148.3% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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