-34.0%
CCL vs EXPE
+123.5%
-157.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.5% |
| 7D | -1.2% | -0.5% | -0.7% | -0.9% |
| 30D | +13.1% | -6.1% | +19.2% | +16.4% |
| 3M | +3.4% | -21.3% | +24.7% | +19.8% |
| 6M | +18.7% | +19.0% | -0.3% | -0.7% |
| YTD | -2.3% | -8.4% | +6.2% | -4.7% |
| 1Y | +14.2% | -2.8% | +17.0% | +5.9% |
| 3Y | +133.6% | +120.8% | +12.8% | -1.3% |
| 5Y | +33.5% | +46.2% | -12.7% | -22.3% |
| All | -34.0% | +123.5% | -157.6% | -79.8% |
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