-28.8%
CCL vs EME
+21.8%
-50.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | +0.3% |
| 7D | -3.2% | +3.5% | -6.7% | -4.0% |
| 30D | -17.8% | -6.3% | -11.5% | -16.6% |
| 3M | -18.7% | -3.8% | -14.9% | -17.8% |
| 6M | -11.4% | +8.5% | -19.9% | -13.2% |
| YTD | -24.3% | +27.8% | -52.1% | -27.6% |
| 1Y | -28.8% | +22.2% | -51.0% | -34.3% |
| All | -28.8% | +21.8% | -50.6% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling