+4,100.0%
CMG vs CCL
-34.2%
+4,134.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -1.5% | -0.1% | -1.3% | -1.4% |
| 30D | +12.7% | -20.0% | +32.7% | +19.7% |
| 3M | +26.3% | -13.7% | +39.9% | +30.7% |
| 6M | +4.5% | -9.0% | +13.5% | +5.7% |
| YTD | -0.1% | -22.8% | +22.7% | +5.2% |
| 1Y | -6.8% | -25.3% | +18.5% | -1.6% |
| 3Y | -5.0% | +54.1% | -59.1% | -21.9% |
| 5Y | -3.0% | +3.5% | -6.5% | -18.7% |
| 10Y | +323.6% | -41.0% | +364.6% | +224.0% |
| All | +4,100.0% | -34.2% | +4,134.2% | +2,274.7% |
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