-24.3%
EWY vs CCL
+20.2%
-44.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +4.2% | -1.2% | +5.4% | +4.7% |
| 30D | -10.7% | +13.1% | -23.8% | -14.8% |
| 3M | -20.1% | +3.4% | -23.4% | -20.2% |
| 6M | -24.3% | +18.7% | -43.0% | -29.7% |
| All | -24.3% | +20.2% | -44.5% | -29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling