-24.8%
CCL vs IEMG
+38.7%
-63.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -1.4% |
| 7D | -5.0% | +2.2% | -7.3% | -6.9% |
| 30D | -20.3% | +4.6% | -25.0% | -23.6% |
| 3M | -15.1% | +0.4% | -15.5% | -15.9% |
| 6M | -15.1% | +16.4% | -31.5% | -30.3% |
| YTD | -21.8% | +25.4% | -47.2% | -39.0% |
| 1Y | -24.8% | +38.3% | -63.1% | -43.7% |
| All | -24.8% | +38.7% | -63.5% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 1y: compounded portfolio wealth divided by compounded IEMG 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…
1y analysis · Full analysis span regression · 6 months rolling