+21.9%
CCL vs EMR
+25.6%
-3.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +4.8% | +5.3% |
| 7D | +11.6% | +1.6% | +10.0% | +10.2% |
| 30D | +22.5% | +5.0% | +17.5% | +17.8% |
| 3M | +6.4% | +7.7% | -1.3% | -0.2% |
| 6M | +23.4% | +26.8% | -3.4% | -0.1% |
| YTD | +4.2% | +29.9% | -25.7% | -18.0% |
| 1Y | +21.9% | +25.7% | -3.8% | -2.0% |
| All | +21.9% | +25.6% | -3.8% | -2.0% |
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