+155.6%
CCL vs EMR
+109.0%
+46.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.3% | +0.6% |
| 7D | +3.1% | +2.1% | +0.9% | +1.4% |
| 30D | +17.5% | +4.8% | +12.8% | +13.3% |
| 3M | +6.8% | +7.5% | -0.7% | +0.4% |
| 6M | +18.7% | +20.9% | -2.1% | +1.2% |
| YTD | +3.0% | +29.2% | -26.1% | -17.3% |
| 1Y | +17.7% | +33.0% | -15.3% | -7.5% |
| 3Y | +155.6% | +109.8% | +45.8% | +54.9% |
| All | +155.6% | +109.0% | +46.6% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling