+290.8%
EWY vs CCL
-42.0%
+332.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -4.0% |
| 7D | +1.2% | -4.3% | +5.5% | +2.1% |
| 30D | +9.3% | -19.0% | +28.3% | +14.0% |
| 3M | +2.4% | -13.1% | +15.5% | +5.3% |
| 6M | +40.3% | -13.3% | +53.6% | +44.3% |
| YTD | +88.0% | -25.2% | +113.2% | +98.3% |
| 1Y | +143.8% | -27.2% | +171.0% | +157.2% |
| 3Y | +217.8% | +49.2% | +168.5% | +183.4% |
| 5Y | +142.7% | +0.4% | +142.4% | +118.1% |
| All | +290.8% | -42.0% | +332.8% | +259.6% |
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