-23.7%
CCL vs EMB
+132.1%
-155.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -20.3% | -0.3% | -20.0% | -19.9% |
| 3M | -15.1% | -0.4% | -14.7% | -14.2% |
| 6M | -15.1% | +0.1% | -15.2% | -14.1% |
| YTD | -21.8% | +1.6% | -23.4% | -22.4% |
| 1Y | -24.8% | +5.6% | -30.4% | -29.5% |
| 3Y | +51.9% | +29.8% | +22.0% | +8.5% |
| 5Y | +4.0% | +7.3% | -3.2% | -2.5% |
| 10Y | -42.2% | +30.4% | -72.7% | -52.1% |
| All | -23.7% | +132.1% | -155.8% | -48.9% |
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