+1,034.4%
CCL vs CMI
+15,921.4%
-14,887.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | +13.1% | -14.0% | +27.2% | +20.6% |
| 3M | +3.4% | -28.1% | +31.5% | +19.3% |
| 6M | +18.7% | -35.8% | +54.5% | +42.7% |
| YTD | -2.3% | -10.5% | +8.3% | +1.2% |
| 1Y | +14.2% | -1.9% | +16.1% | +13.5% |
| 3Y | +133.6% | +121.0% | +12.6% | +63.0% |
| 5Y | +33.5% | +114.6% | -81.1% | -3.2% |
| 10Y | -32.8% | +325.5% | -358.2% | -61.1% |
| All | +1,034.4% | +15,921.4% | -14,887.1% | +79.2% |
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 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