+807.8%
CCL vs CMS
+457.8%
+350.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -5.0% | +0.4% | -5.4% | -5.1% |
| 30D | -20.3% | -3.6% | -16.7% | -19.5% |
| 3M | -15.1% | -1.9% | -13.2% | -14.8% |
| 6M | -15.1% | -11.0% | -4.1% | -12.4% |
| YTD | -21.8% | +0.2% | -22.0% | -22.1% |
| 1Y | -24.8% | -1.3% | -23.5% | -24.9% |
| 3Y | +51.9% | +35.9% | +15.9% | +36.7% |
| 5Y | +4.0% | +23.1% | -19.0% | -4.7% |
| 10Y | -42.2% | +117.9% | -160.1% | -55.4% |
| All | +807.8% | +457.8% | +350.0% | +354.8% |
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