-24.8%
CCL vs EMR
+19.4%
-44.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -1.3% |
| 7D | -5.0% | -1.5% | -3.5% | -3.8% |
| 30D | -20.3% | -5.6% | -14.7% | -16.6% |
| 3M | -15.1% | +7.9% | -23.1% | -20.7% |
| 6M | -15.1% | +6.0% | -21.1% | -20.6% |
| YTD | -21.8% | +16.4% | -38.2% | -31.7% |
| 1Y | -24.8% | +16.6% | -41.4% | -35.0% |
| All | -24.8% | +19.4% | -44.2% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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