+125.7%
EEM vs CCL
-42.0%
+167.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.0% |
| 7D | -0.7% | -4.3% | +3.6% | 0.0% |
| 30D | +2.4% | -19.0% | +21.4% | +6.0% |
| 3M | +4.2% | -13.1% | +17.2% | +6.4% |
| 6M | +14.8% | -13.3% | +28.1% | +16.9% |
| YTD | +23.1% | -25.2% | +48.3% | +28.0% |
| 1Y | +32.5% | -27.2% | +59.7% | +37.9% |
| 3Y | +85.9% | +49.2% | +36.7% | +66.9% |
| 5Y | +43.6% | +0.4% | +43.2% | +29.8% |
| All | +125.7% | -42.0% | +167.7% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 10y: compounded portfolio wealth divided by compounded CCL 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…
10y analysis · Full analysis span regression · 6 months rolling