+1,090.6%
CCL vs EMR
+4,425.6%
-3,334.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -1.5% | -2.0% | +0.4% | -0.1% |
| 30D | +16.5% | +2.8% | +13.6% | +14.4% |
| 3M | +11.2% | +2.0% | +9.2% | +9.6% |
| 6M | +22.6% | +20.7% | +1.9% | +7.6% |
| YTD | +2.6% | +27.3% | -24.7% | -13.0% |
| 1Y | +17.0% | +31.0% | -14.0% | -2.6% |
| 3Y | +145.5% | +103.6% | +41.9% | +51.4% |
| 5Y | +36.1% | +88.6% | -52.5% | -9.8% |
| 10Y | -29.4% | +280.6% | -310.1% | -67.3% |
| All | +1,090.6% | +4,425.6% | -3,334.9% | +45.3% |
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