+276.9%
CCI vs EMB
+127.3%
+149.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -3.4% | -0.4% | -3.0% | -3.0% |
| 30D | +9.9% | +1.1% | +8.9% | +8.9% |
| 3M | +22.7% | -2.0% | +24.7% | +25.1% |
| 6M | +0.8% | -1.9% | +2.7% | +2.6% |
| YTD | +4.1% | -0.5% | +4.6% | +4.6% |
| 1Y | -0.6% | +0.1% | -0.7% | -0.7% |
| 3Y | +9.4% | +29.7% | -20.2% | -13.6% |
| 5Y | -36.8% | +8.1% | -44.9% | -41.4% |
| 10Y | +65.4% | +36.3% | +29.2% | +26.8% |
| All | +276.9% | +127.3% | +149.5% | +98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling