+1,042.1%
CCL vs CMS
+463.7%
+578.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.6% |
| 7D | +2.6% | -1.3% | +3.9% | +3.0% |
| 30D | +13.1% | +6.3% | +6.8% | +11.1% |
| 3M | +3.3% | -2.1% | +5.3% | +3.9% |
| 6M | +8.7% | -5.1% | +13.8% | +10.2% |
| YTD | -1.6% | +1.3% | -2.8% | -2.3% |
| 1Y | +14.0% | -1.4% | +15.4% | +13.9% |
| 3Y | +145.1% | +36.9% | +108.2% | +120.6% |
| 5Y | +21.2% | +32.5% | -11.3% | +8.9% |
| 10Y | -29.8% | +126.8% | -156.6% | -46.3% |
| All | +1,042.1% | +463.7% | +578.5% | +470.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling