-41.7%
CCL vs CME
+280.6%
-322.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -1.7% |
| 7D | -4.4% | -0.6% | -3.7% | -4.0% |
| 30D | -18.2% | +4.7% | -22.9% | -20.5% |
| 3M | -17.7% | +7.8% | -25.5% | -22.1% |
| 6M | -13.0% | -11.0% | -2.0% | -8.8% |
| YTD | -24.5% | +4.0% | -28.5% | -28.6% |
| 1Y | -26.9% | +9.1% | -36.1% | -33.4% |
| 3Y | +50.8% | +52.3% | -1.5% | +2.3% |
| 5Y | -0.9% | +76.1% | -77.0% | -41.3% |
| 10Y | -41.7% | +280.6% | -322.3% | -71.3% |
| All | -41.7% | +280.6% | -322.3% | -71.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling