+1,236.8%
EWY vs CCL
+49.1%
+1,187.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +4.8% | -5.0% | +9.9% | +6.4% |
| 30D | +11.7% | -20.3% | +32.0% | +19.4% |
| 3M | -7.4% | -15.1% | +7.7% | -2.9% |
| 6M | +40.6% | -15.1% | +55.7% | +47.1% |
| YTD | +94.3% | -21.8% | +116.1% | +107.1% |
| 1Y | +164.3% | -24.8% | +189.1% | +182.6% |
| 3Y | +221.0% | +51.9% | +169.1% | +163.6% |
| 5Y | +139.1% | +4.0% | +135.1% | +96.6% |
| 10Y | +298.8% | -42.2% | +341.0% | +204.8% |
| All | +1,236.8% | +49.1% | +1,187.7% | +536.3% |
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