+22.5%
CCI vs EMB
+29.7%
-7.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.8% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +2.1% | -0.3% | +2.4% | +2.4% |
| 3M | -17.8% | -0.3% | -17.5% | -17.7% |
| 6M | -14.2% | +0.7% | -14.9% | -15.0% |
| YTD | -13.3% | +1.3% | -14.6% | -14.6% |
| 1Y | -16.6% | +4.7% | -21.3% | -20.6% |
| 3Y | -10.8% | +30.1% | -40.9% | -32.0% |
| 5Y | -50.3% | +6.9% | -57.2% | -53.6% |
| 10Y | +22.5% | +30.7% | -8.2% | -3.6% |
| All | +22.5% | +29.7% | -7.2% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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