+910.6%
EWY vs CCL
+86.4%
+824.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +4.2% | -1.2% | +5.4% | +4.6% |
| 30D | -10.7% | +13.1% | -23.8% | -14.0% |
| 3M | -20.1% | +3.4% | -23.4% | -21.2% |
| 6M | -24.3% | +18.7% | -43.0% | -28.6% |
| YTD | +46.9% | -2.3% | +49.1% | +45.9% |
| 1Y | +55.2% | +14.2% | +41.0% | +46.5% |
| 3Y | +157.0% | +133.6% | +23.4% | +85.7% |
| 5Y | +98.9% | +33.5% | +65.4% | +52.0% |
| 10Y | +226.3% | -32.8% | +259.1% | +140.4% |
| All | +910.6% | +86.4% | +824.2% | +348.5% |
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