-30.8%
CCL vs CMS
+125.4%
-156.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.1% |
| 7D | +3.1% | -1.3% | +4.4% | +3.6% |
| 30D | +13.7% | +6.3% | +7.4% | +11.5% |
| 3M | +3.8% | -2.1% | +5.9% | +4.5% |
| 6M | +9.3% | -5.1% | +14.4% | +10.8% |
| YTD | -1.1% | +1.3% | -2.3% | -2.0% |
| 1Y | +14.6% | -1.4% | +16.0% | +14.4% |
| 3Y | +146.4% | +36.9% | +109.5% | +116.4% |
| 5Y | +21.9% | +32.5% | -10.7% | +6.3% |
| All | -30.8% | +125.4% | -156.2% | -39.6% |
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