+795.8%
CCL vs CMI
+19,796.6%
-19,000.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | -0.1% | +1.9% | -2.0% | -1.0% |
| 30D | -20.0% | -12.5% | -7.5% | -15.1% |
| 3M | -13.7% | -16.2% | +2.6% | -7.2% |
| 6M | -9.0% | +4.9% | -13.9% | -11.6% |
| YTD | -22.8% | +11.1% | -34.0% | -27.2% |
| 1Y | -25.3% | +43.4% | -68.7% | -37.2% |
| 3Y | +54.1% | +154.1% | -100.0% | +1.4% |
| 5Y | +3.5% | +169.5% | -166.0% | -32.0% |
| 10Y | -41.0% | +503.8% | -544.8% | -70.4% |
| All | +795.8% | +19,796.6% | -19,000.8% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling