+3,909.1%
CMG vs CCL
-16.7%
+3,925.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.5% | -1.2% | +3.7% | +2.8% |
| 30D | +15.6% | +13.1% | +2.5% | +11.7% |
| 3M | +8.2% | +3.4% | +4.8% | +6.6% |
| 6M | +9.9% | +18.7% | -8.8% | +3.4% |
| YTD | -4.6% | -2.3% | -2.4% | -6.3% |
| 1Y | +12.4% | +14.2% | -1.8% | +5.5% |
| 3Y | -18.0% | +133.6% | -151.5% | -39.9% |
| 5Y | -5.3% | +33.5% | -38.8% | -25.9% |
| 10Y | +344.2% | -32.8% | +377.0% | +234.1% |
| All | +3,909.1% | -16.7% | +3,925.8% | +2,014.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling