+322.0%
CMG vs CCL
-41.3%
+363.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.1% |
| 7D | -2.1% | -3.2% | +1.2% | -1.4% |
| 30D | +10.9% | -17.8% | +28.7% | +15.1% |
| 3M | +15.8% | -18.7% | +34.5% | +20.3% |
| 6M | +6.9% | -11.4% | +18.3% | +8.5% |
| YTD | -2.2% | -24.3% | +22.1% | +2.0% |
| 1Y | -7.1% | -28.8% | +21.7% | -2.4% |
| 3Y | -7.1% | +49.3% | -56.5% | -17.6% |
| 5Y | -4.8% | +1.6% | -6.4% | -15.1% |
| All | +322.0% | -41.3% | +363.3% | +274.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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