-3.5%
CCL vs EMB
+127.1%
-130.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.1% | -0.1% | +3.2% | +3.4% |
| 30D | +13.7% | +1.3% | +12.4% | +11.7% |
| 3M | +3.8% | -2.2% | +6.1% | +7.7% |
| 6M | +9.3% | -2.3% | +11.6% | +14.1% |
| YTD | -1.1% | -0.6% | -0.5% | +1.6% |
| 1Y | +14.6% | +0.5% | +14.1% | +15.8% |
| 3Y | +146.4% | +29.4% | +117.0% | +77.3% |
| 5Y | +21.9% | +6.5% | +15.4% | +16.2% |
| 10Y | -29.4% | +29.8% | -59.2% | -40.0% |
| All | -3.5% | +127.1% | -130.6% | -33.1% |
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 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