+87.7%
EEM vs CCL
+48.2%
+39.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.1% |
| 7D | +2.0% | -4.4% | +6.4% | +2.8% |
| 30D | +5.1% | -18.2% | +23.3% | +8.8% |
| 3M | +4.6% | -17.7% | +22.3% | +8.0% |
| 6M | +17.8% | -13.0% | +30.8% | +20.0% |
| YTD | +25.8% | -24.5% | +50.3% | +30.4% |
| 1Y | +36.4% | -26.9% | +63.3% | +41.6% |
| All | +87.7% | +48.2% | +39.4% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling