+81.3%
CCL vs CME
+8,132.9%
-8,051.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | +3.1% | -0.6% | +3.6% | +3.3% |
| 30D | +17.5% | +8.5% | +9.0% | +13.1% |
| 3M | +6.8% | +16.0% | -9.2% | -0.5% |
| 6M | +18.7% | +9.3% | +9.4% | +12.2% |
| YTD | +3.0% | +15.3% | -12.3% | -5.7% |
| 1Y | +17.7% | +14.4% | +3.3% | +7.9% |
| 3Y | +155.6% | +59.9% | +95.7% | +94.4% |
| 5Y | +30.2% | +69.4% | -39.3% | -4.1% |
| 10Y | -28.5% | +299.5% | -328.0% | -62.5% |
| All | +81.3% | +8,132.9% | -8,051.5% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling