+133.6%
CCL vs CME
+65.9%
+67.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.1% |
| 7D | -1.2% | +3.9% | -5.1% | 0.0% |
| 30D | +13.1% | +11.3% | +1.8% | +17.0% |
| 3M | +3.4% | +19.6% | -16.2% | +9.6% |
| 6M | +18.7% | +8.1% | +10.6% | +21.6% |
| YTD | -2.3% | +20.4% | -22.7% | +4.0% |
| 1Y | +14.2% | +16.5% | -2.3% | +20.0% |
| 3Y | +133.6% | +66.4% | +67.1% | +176.2% |
| All | +133.6% | +65.9% | +67.6% | +176.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling