+37.7%
CCL vs CME
+7,469.3%
-7,431.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -5.0% | -1.6% | -3.5% | -4.5% |
| 30D | -20.3% | +6.2% | -26.6% | -22.6% |
| 3M | -15.1% | +10.4% | -25.6% | -19.5% |
| 6M | -15.1% | -9.5% | -5.6% | -12.8% |
| YTD | -21.8% | +6.0% | -27.8% | -25.5% |
| 1Y | -24.8% | +9.3% | -34.1% | -29.5% |
| 3Y | +51.9% | +57.7% | -5.8% | +16.2% |
| 5Y | +4.0% | +77.7% | -73.6% | -25.0% |
| 10Y | -42.2% | +281.2% | -323.5% | -68.9% |
| All | +37.7% | +7,469.3% | -7,431.6% | -69.8% |
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