-29.4%
CCL vs EMB
+31.5%
-61.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +1.4% |
| 7D | +5.8% | +0.5% | +5.3% | +4.6% |
| 30D | +17.3% | +0.9% | +16.4% | +14.8% |
| 3M | +11.3% | -2.1% | +13.5% | +18.3% |
| 6M | +18.5% | -2.2% | +20.7% | +27.3% |
| YTD | +2.8% | -0.6% | +3.4% | +7.2% |
| 1Y | +16.7% | +0.2% | +16.5% | +19.3% |
| 3Y | +146.0% | +29.5% | +116.5% | +30.8% |
| 5Y | +33.6% | +8.0% | +25.7% | +23.5% |
| 10Y | -29.4% | +35.3% | -64.8% | -47.8% |
| All | -29.4% | +31.5% | -61.0% | -47.8% |
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