-34.0%
CCL vs EWZ
+68.6%
-102.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.2% |
| 7D | -1.2% | +0.8% | -1.9% | -1.6% |
| 30D | +13.1% | -24.4% | +37.5% | +31.2% |
| 3M | +3.4% | -4.6% | +8.0% | +1.8% |
| 6M | +18.7% | -11.6% | +30.3% | +22.8% |
| YTD | -2.3% | +2.4% | -4.6% | -8.2% |
| 1Y | +14.2% | +2.1% | +12.1% | +7.0% |
| 3Y | +133.6% | +18.7% | +114.9% | +94.6% |
| 5Y | +33.5% | +54.2% | -20.7% | -10.7% |
| All | -34.0% | +68.6% | -102.6% | -55.7% |
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