+14.6%
CCL vs EMR
+29.0%
-14.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | -0.3% | +2.7% | -3.0% | -2.5% |
| 30D | +10.3% | +2.1% | +8.2% | +8.5% |
| 3M | +6.6% | +2.3% | +4.3% | +4.5% |
| 6M | +20.0% | +22.5% | -2.5% | -0.5% |
| YTD | -1.9% | +27.2% | -29.1% | -23.8% |
| All | +14.6% | +29.0% | -14.4% | -14.6% |
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