-41.7%
CCL vs CME
+278.9%
-320.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.4% |
| 7D | -4.4% | -1.1% | -3.3% | -3.8% |
| 30D | -18.2% | +4.2% | -22.4% | -20.3% |
| 3M | -17.7% | +7.3% | -25.0% | -21.9% |
| 6M | -13.0% | -11.4% | -1.6% | -8.5% |
| YTD | -24.5% | +3.5% | -28.0% | -28.4% |
| 1Y | -26.9% | +8.6% | -35.5% | -33.2% |
| 3Y | +50.8% | +51.6% | -0.8% | +2.5% |
| 5Y | -0.9% | +75.3% | -76.2% | -41.2% |
| 10Y | -41.7% | +278.8% | -320.5% | -71.2% |
| All | -41.7% | +278.9% | -320.5% | -71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling