+21.9%
CCL vs CME
+19.8%
+2.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.4% | +5.9% | +7.6% |
| 7D | +11.6% | +4.8% | +6.8% | +13.1% |
| 30D | +22.5% | +14.2% | +8.4% | +27.2% |
| 3M | +6.4% | +17.9% | -11.5% | +11.6% |
| 6M | +23.4% | +7.2% | +16.2% | +24.5% |
| YTD | +4.2% | +16.7% | -12.5% | +5.4% |
| 1Y | +21.9% | +19.6% | +2.3% | +22.8% |
| All | +21.9% | +19.8% | +2.1% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling