-33.9%
CCL vs EXPE
+851.4%
-885.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +1.0% |
| 7D | -5.0% | -9.5% | +4.5% | +0.1% |
| 30D | -20.3% | -6.6% | -13.7% | -17.7% |
| 3M | -15.1% | +31.4% | -46.5% | -27.0% |
| 6M | -15.1% | +35.2% | -50.3% | -29.1% |
| YTD | -21.8% | +5.8% | -27.6% | -26.6% |
| 1Y | -24.8% | +38.7% | -63.5% | -39.8% |
| 3Y | +51.9% | +175.8% | -123.9% | -18.7% |
| 5Y | +4.0% | +111.8% | -107.8% | -34.6% |
| 10Y | -42.2% | +179.7% | -221.9% | -67.7% |
| All | -33.9% | +851.4% | -885.3% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling