-34.0%
CCL vs EMR
+279.2%
-313.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.2% | +2.8% | -4.0% | -3.9% |
| 30D | +13.1% | +3.7% | +9.5% | +9.2% |
| 3M | +3.4% | +2.0% | +1.3% | +0.9% |
| 6M | +18.7% | +22.1% | -3.4% | -3.5% |
| YTD | -2.3% | +27.2% | -29.5% | -24.3% |
| 1Y | +14.2% | +32.0% | -17.8% | -14.8% |
| 3Y | +133.6% | +103.3% | +30.3% | +7.8% |
| 5Y | +33.5% | +88.2% | -54.7% | -32.8% |
| All | -34.0% | +279.2% | -313.3% | -79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling