+102.5%
EWY vs CCL
+30.6%
+71.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.7% | -0.6% |
| 7D | +10.4% | -0.3% | +10.8% | +10.5% |
| 30D | -12.7% | +10.3% | -23.0% | -14.7% |
| 3M | -17.3% | +6.6% | -23.9% | -18.8% |
| 6M | -18.6% | +20.0% | -38.6% | -22.1% |
| YTD | +49.5% | -1.9% | +51.4% | +48.4% |
| 1Y | +55.0% | +10.4% | +44.5% | +49.8% |
| 3Y | +159.0% | +134.8% | +24.2% | +109.3% |
| 5Y | +102.5% | +34.0% | +68.5% | +73.7% |
| All | +102.5% | +30.6% | +71.9% | +73.7% |
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