-30.8%
CCL vs CMS
+127.3%
-158.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | +3.1% | -0.5% | +3.6% | +3.3% |
| 30D | +13.7% | +7.2% | +6.5% | +11.3% |
| 3M | +3.8% | -1.3% | +5.1% | +4.2% |
| 6M | +9.3% | -4.3% | +13.6% | +10.5% |
| YTD | -1.1% | +2.1% | -3.2% | -2.2% |
| 1Y | +14.6% | -0.6% | +15.1% | +14.1% |
| 3Y | +146.4% | +38.0% | +108.4% | +115.9% |
| 5Y | +21.9% | +33.6% | -11.8% | +6.0% |
| All | -30.8% | +127.3% | -158.1% | -39.7% |
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