-40.4%
CCL vs EMR
+270.5%
-310.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | -0.1% | +3.1% | -3.2% | -3.1% |
| 30D | -20.0% | -3.5% | -16.4% | -17.3% |
| 3M | -13.7% | +9.8% | -23.4% | -21.7% |
| 6M | -9.0% | +10.8% | -19.8% | -17.9% |
| YTD | -22.8% | +15.9% | -38.8% | -34.2% |
| 1Y | -25.3% | +16.4% | -41.7% | -37.1% |
| 3Y | +54.1% | +62.1% | -8.0% | -10.0% |
| 5Y | +3.5% | +62.9% | -59.4% | -39.7% |
| All | -40.4% | +270.5% | -310.9% | -80.5% |
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