+145.1%
CCL vs CMS
+35.4%
+109.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | +2.6% | -1.3% | +3.9% | +2.8% |
| 30D | +13.1% | +6.3% | +6.8% | +12.3% |
| 3M | +3.3% | -2.1% | +5.3% | +3.2% |
| 6M | +8.7% | -5.1% | +13.8% | +8.8% |
| YTD | -1.6% | +1.3% | -2.8% | -1.8% |
| 1Y | +14.0% | -1.4% | +15.4% | +14.0% |
| 3Y | +145.1% | +36.9% | +108.2% | +97.4% |
| All | +145.1% | +35.4% | +109.8% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling