-29.4%
CCL vs CMS
+134.3%
-163.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | +5.8% | +0.5% | +5.3% | +5.7% |
| 30D | +17.3% | +7.4% | +9.8% | +14.7% |
| 3M | +11.3% | +1.9% | +9.5% | +10.7% |
| 6M | +18.5% | -2.3% | +20.8% | +19.0% |
| YTD | +2.8% | +3.0% | -0.2% | +1.4% |
| 1Y | +16.7% | -2.8% | +19.5% | +17.2% |
| 3Y | +146.0% | +37.9% | +108.1% | +115.6% |
| 5Y | +33.6% | +34.0% | -0.3% | +16.2% |
| 10Y | -29.4% | +138.1% | -167.6% | -39.9% |
| All | -29.4% | +134.3% | -163.8% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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