+161.6%
EWY vs CCL
+137.2%
+24.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.7% | -0.4% |
| 7D | +10.4% | -0.3% | +10.8% | +10.5% |
| 30D | -12.7% | +10.3% | -23.0% | -15.0% |
| 3M | -17.3% | +6.6% | -23.9% | -19.1% |
| 6M | -18.6% | +20.0% | -38.6% | -22.7% |
| YTD | +49.5% | -1.9% | +51.4% | +47.2% |
| 1Y | +55.0% | +10.4% | +44.5% | +48.5% |
| All | +161.6% | +137.2% | +24.4% | +112.9% |
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