-0.8%
CCL vs IEMG
+48.5%
-49.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | -0.4% |
| 7D | -3.2% | -1.3% | -1.9% | -1.6% |
| 30D | -17.8% | +1.9% | -19.7% | -20.1% |
| 3M | -18.7% | +1.4% | -20.1% | -21.6% |
| 6M | -11.4% | +15.2% | -26.6% | -29.4% |
| YTD | -24.3% | +23.8% | -48.1% | -46.1% |
| 1Y | -28.8% | +30.7% | -59.5% | -53.5% |
| 3Y | +49.3% | +83.3% | -34.0% | -44.6% |
| All | -0.8% | +48.5% | -49.4% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling