+47.5%
CCL vs CMI
+147.2%
-99.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.5% |
| 7D | -4.3% | +0.8% | -5.1% | -4.8% |
| 30D | -19.0% | -12.8% | -6.2% | -11.4% |
| 3M | -13.1% | -12.4% | -0.6% | -6.9% |
| 6M | -13.3% | -0.9% | -12.4% | -16.0% |
| YTD | -25.2% | +8.9% | -34.1% | -33.3% |
| 1Y | -27.2% | +37.7% | -64.9% | -46.1% |
| All | +47.5% | +147.2% | -99.7% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling