+1,095.7%
CCL vs EMR
+4,492.2%
-3,396.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.3% | +1.2% |
| 7D | +3.1% | +2.1% | +0.9% | +1.7% |
| 30D | +17.5% | +4.8% | +12.8% | +14.0% |
| 3M | +6.8% | +7.5% | -0.7% | +1.5% |
| 6M | +18.7% | +20.9% | -2.1% | +4.1% |
| YTD | +3.0% | +29.2% | -26.1% | -13.5% |
| 1Y | +17.7% | +33.0% | -15.3% | -3.0% |
| 3Y | +155.6% | +109.8% | +45.8% | +54.5% |
| 5Y | +30.2% | +91.9% | -61.8% | -14.8% |
| 10Y | -28.5% | +301.5% | -330.0% | -67.9% |
| All | +1,095.7% | +4,492.2% | -3,396.5% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling