-21.3%
CCL vs IEMG
+143.9%
-165.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -0.1% | +2.8% | -2.9% | -3.3% |
| 30D | -20.0% | +4.6% | -24.6% | -24.2% |
| 3M | -13.7% | +5.5% | -19.2% | -19.8% |
| 6M | -9.0% | +19.7% | -28.7% | -27.3% |
| YTD | -22.8% | +25.5% | -48.3% | -41.8% |
| 1Y | -25.3% | +35.5% | -60.8% | -48.7% |
| 3Y | +54.1% | +88.0% | -33.9% | -28.3% |
| 5Y | +3.5% | +50.6% | -47.1% | -35.0% |
| 10Y | -41.0% | +138.4% | -179.4% | -74.0% |
| All | -21.3% | +143.9% | -165.1% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling