-0.8%
CCL vs CMI
+164.8%
-165.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.4% |
| 3M | -18.7% | -14.8% | -3.9% | -9.3% |
| 6M | -11.4% | +0.8% | -12.2% | -15.8% |
| YTD | -24.3% | +10.2% | -34.5% | -34.9% |
| 1Y | -28.8% | +37.4% | -66.2% | -50.9% |
| 3Y | +49.3% | +153.3% | -104.0% | -47.4% |
| All | -0.8% | +164.8% | -165.6% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling