-26.9%
CCL vs EMR
+15.1%
-42.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.2% |
| 7D | -4.4% | +0.9% | -5.3% | -5.1% |
| 30D | -18.2% | -5.0% | -13.2% | -14.9% |
| 3M | -17.7% | +5.9% | -23.6% | -21.9% |
| 6M | -13.0% | +7.3% | -20.3% | -19.0% |
| YTD | -24.5% | +14.6% | -39.0% | -33.1% |
| 1Y | -26.9% | +15.6% | -42.6% | -36.1% |
| All | -26.9% | +15.1% | -42.1% | -36.1% |
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