-34.0%
CCL vs EME
+905.2%
-939.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | -1.2% | +8.4% | -9.6% | -6.7% |
| 30D | +13.1% | -11.5% | +24.6% | +21.4% |
| 3M | +3.4% | -20.6% | +24.0% | +18.8% |
| 6M | +18.7% | -28.5% | +47.2% | +43.0% |
| YTD | -2.3% | +8.0% | -10.3% | -15.7% |
| 1Y | +14.2% | +6.8% | +7.4% | -1.2% |
| 3Y | +133.6% | +213.9% | -80.3% | -31.9% |
| 5Y | +33.5% | +414.8% | -381.3% | -76.2% |
| All | -34.0% | +905.2% | -939.2% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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