+155.6%
CCL vs CME
+62.0%
+93.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.0% |
| 7D | +3.1% | -0.6% | +3.6% | +2.8% |
| 30D | +17.5% | +8.5% | +9.0% | +20.7% |
| 3M | +6.8% | +16.0% | -9.2% | +12.2% |
| 6M | +18.7% | +9.3% | +9.4% | +22.3% |
| YTD | +3.0% | +15.3% | -12.3% | +8.1% |
| 1Y | +17.7% | +14.4% | +3.3% | +23.2% |
| 3Y | +155.6% | +59.9% | +95.7% | +200.5% |
| All | +155.6% | +62.0% | +93.6% | +200.5% |
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