+47.3%
EEM vs CCL
+3.5%
+43.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | +3.1% | -0.1% | +3.2% | +3.1% |
| 30D | +4.9% | -20.0% | +24.8% | +8.7% |
| 3M | +5.2% | -13.7% | +18.9% | +7.6% |
| 6M | +20.7% | -9.0% | +29.7% | +22.0% |
| YTD | +26.5% | -22.8% | +49.3% | +30.7% |
| 1Y | +37.8% | -25.3% | +63.2% | +42.6% |
| 3Y | +91.0% | +54.1% | +36.9% | +71.2% |
| All | +47.3% | +3.5% | +43.8% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling