-42.6%
CCL vs CMI
+516.5%
-559.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.2% |
| 7D | -3.2% | -0.7% | -2.5% | -2.6% |
| 30D | -17.8% | -12.4% | -5.4% | -8.0% |
| 3M | -18.7% | -14.8% | -3.9% | -8.7% |
| 6M | -11.4% | +0.8% | -12.2% | -15.2% |
| YTD | -24.3% | +10.2% | -34.5% | -34.2% |
| 1Y | -28.8% | +37.4% | -66.2% | -50.1% |
| 3Y | +49.3% | +153.3% | -104.0% | -42.6% |
| 5Y | +1.6% | +167.6% | -166.0% | -62.6% |
| All | -42.6% | +516.5% | -559.1% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling