-7.6%
CMG vs CCL
+48.2%
-55.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.4% | -2.0% |
| 7D | -6.5% | -4.4% | -2.1% | -5.5% |
| 30D | +12.1% | -18.2% | +30.3% | +17.1% |
| 3M | +20.6% | -17.7% | +38.3% | +25.3% |
| 6M | +2.1% | -13.0% | +15.1% | +4.1% |
| YTD | -2.6% | -24.5% | +21.9% | +2.0% |
| 1Y | -8.7% | -26.9% | +18.2% | -4.2% |
| All | -7.6% | +48.2% | -55.8% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling