+139.8%
CCL vs EWZ
+356.2%
-216.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.0% |
| 7D | -1.2% | +0.8% | -1.9% | -1.5% |
| 30D | +13.1% | -24.4% | +37.5% | +26.4% |
| 3M | +3.4% | -4.6% | +8.0% | +2.9% |
| 6M | +18.7% | -11.6% | +30.3% | +22.4% |
| YTD | -2.3% | +2.4% | -4.6% | -5.7% |
| 1Y | +14.2% | +2.1% | +12.1% | +10.0% |
| 3Y | +133.6% | +18.7% | +114.9% | +108.2% |
| 5Y | +33.5% | +54.2% | -20.7% | +3.8% |
| 10Y | -32.8% | +65.9% | -98.7% | -49.1% |
| All | +139.8% | +356.2% | -216.4% | +0.8% |
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