-41.0%
CCL vs EMB
+29.2%
-70.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.0% |
| 7D | -0.1% | +0.3% | -0.4% | -0.9% |
| 30D | -20.0% | -0.5% | -19.5% | -18.8% |
| 3M | -13.7% | +0.3% | -14.0% | -13.8% |
| 6M | -9.0% | +1.2% | -10.2% | -9.9% |
| YTD | -22.8% | +1.5% | -24.3% | -24.0% |
| 1Y | -25.3% | +4.8% | -30.1% | -32.3% |
| 3Y | +54.1% | +30.4% | +23.7% | -18.2% |
| 5Y | +3.5% | +7.3% | -3.8% | -2.7% |
| 10Y | -41.0% | +29.7% | -70.8% | -57.1% |
| All | -41.0% | +29.2% | -70.3% | -57.1% |
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