-42.6%
CCL vs EWZ
+94.8%
-137.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.9% |
| 7D | -3.2% | +0.9% | -4.1% | -3.8% |
| 30D | -17.8% | +12.8% | -30.6% | -24.1% |
| 3M | -18.7% | +10.8% | -29.4% | -24.3% |
| 6M | -11.4% | +2.5% | -13.9% | -12.8% |
| YTD | -24.3% | +21.4% | -45.7% | -33.4% |
| 1Y | -28.8% | +32.8% | -61.6% | -41.3% |
| 3Y | +49.3% | +45.2% | +4.1% | +14.4% |
| 5Y | +1.6% | +63.0% | -61.4% | -31.0% |
| All | -42.6% | +94.8% | -137.4% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling