+151.7%
CCL vs EWZ
+359.3%
-207.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -1.5% | +0.6% | -2.1% | -1.8% |
| 30D | +16.5% | -25.5% | +41.9% | +31.0% |
| 3M | +11.2% | -4.5% | +15.7% | +10.6% |
| 6M | +22.6% | -15.3% | +37.9% | +28.9% |
| YTD | +2.6% | +3.1% | -0.5% | -1.4% |
| 1Y | +17.0% | +1.2% | +15.7% | +13.1% |
| 3Y | +145.5% | +19.3% | +126.3% | +118.4% |
| 5Y | +36.1% | +52.3% | -16.2% | +6.4% |
| 10Y | -29.4% | +67.0% | -96.4% | -46.7% |
| All | +151.7% | +359.3% | -207.7% | +5.5% |
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