+56.1%
CCL vs CME
+56.2%
-0.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | 0.0% |
| 7D | -5.0% | -1.6% | -3.5% | -5.5% |
| 30D | -20.3% | +6.2% | -26.6% | -18.8% |
| 3M | -15.1% | +10.4% | -25.6% | -12.3% |
| 6M | -15.1% | -9.5% | -5.6% | -17.4% |
| YTD | -21.8% | +6.0% | -27.8% | -20.3% |
| 1Y | -24.8% | +9.3% | -34.1% | -22.5% |
| All | +56.1% | +56.2% | -0.1% | +68.5% |
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