+300.3%
CME vs CL
+84.7%
+215.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.7% | -0.8% | +3.5% | +3.0% |
| 30D | +13.5% | +9.5% | +4.0% | +9.0% |
| 3M | +20.9% | +6.6% | +14.3% | +17.4% |
| 6M | +11.5% | +13.2% | -1.7% | +5.3% |
| YTD | +19.5% | +26.9% | -7.4% | +6.4% |
| 1Y | +17.2% | +27.6% | -10.4% | +4.0% |
| 3Y | +65.1% | +39.1% | +26.0% | +37.8% |
| 5Y | +73.1% | +41.3% | +31.8% | +41.3% |
| All | +300.3% | +84.7% | +215.6% | +188.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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