+91.9%
CCL vs EWZ
+436.1%
-344.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | -5.0% | +6.5% | -11.5% | -7.9% |
| 30D | -20.3% | +4.8% | -25.2% | -22.2% |
| 3M | -15.1% | +9.9% | -25.0% | -19.0% |
| 6M | -15.1% | +1.9% | -17.1% | -15.7% |
| YTD | -21.8% | +20.3% | -42.1% | -28.2% |
| 1Y | -24.8% | +35.6% | -60.4% | -34.9% |
| 3Y | +51.9% | +43.4% | +8.4% | +27.1% |
| 5Y | +4.0% | +55.9% | -51.9% | -17.9% |
| 10Y | -42.2% | +84.2% | -126.4% | -57.7% |
| All | +91.9% | +436.1% | -344.2% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling