+854.3%
EEM vs CCL
+47.7%
+806.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.3% | -5.0% | +7.4% | +3.8% |
| 30D | +4.5% | -20.3% | +24.9% | +11.3% |
| 3M | -0.1% | -15.1% | +15.1% | +4.2% |
| 6M | +16.9% | -15.1% | +32.1% | +21.1% |
| YTD | +26.2% | -21.8% | +48.0% | +32.9% |
| 1Y | +40.5% | -24.8% | +65.3% | +48.4% |
| 3Y | +86.2% | +51.9% | +34.3% | +51.2% |
| 5Y | +45.5% | +4.0% | +41.4% | +18.1% |
| 10Y | +128.6% | -42.2% | +170.9% | +72.8% |
| All | +854.3% | +47.7% | +806.5% | +287.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling