-42.6%
CCL vs EME
+1,362.1%
-1,404.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | -1.8% |
| 7D | -3.2% | +3.5% | -6.7% | -5.7% |
| 30D | -17.8% | -6.3% | -11.5% | -14.4% |
| 3M | -18.7% | -3.8% | -14.9% | -19.6% |
| 6M | -11.4% | +8.5% | -19.9% | -20.2% |
| YTD | -24.3% | +27.8% | -52.1% | -40.8% |
| 1Y | -28.8% | +22.2% | -51.0% | -44.9% |
| 3Y | +49.3% | +253.5% | -204.1% | -58.0% |
| 5Y | +1.6% | +578.6% | -577.0% | -84.8% |
| All | -42.6% | +1,362.1% | -1,404.8% | -94.6% |
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