-28.8%
CCL vs IEMG
+31.6%
-60.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.2% |
| 7D | -3.2% | -1.3% | -1.9% | -2.1% |
| 30D | -17.8% | +1.9% | -19.7% | -19.3% |
| 3M | -18.7% | +1.4% | -20.1% | -20.2% |
| 6M | -11.4% | +15.2% | -26.6% | -26.6% |
| YTD | -24.3% | +23.8% | -48.1% | -40.3% |
| 1Y | -28.8% | +30.7% | -59.5% | -44.7% |
| All | -28.8% | +31.6% | -60.4% | -44.7% |
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