+288.0%
CME vs CL
+78.1%
+209.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +1.7% | +2.6% | -0.9% | +0.5% |
| 30D | +10.2% | +11.8% | -1.6% | +4.9% |
| 3M | +17.8% | +5.9% | +11.9% | +14.7% |
| 6M | +11.0% | +13.3% | -2.3% | +4.7% |
| YTD | +17.0% | +27.1% | -10.1% | +4.2% |
| 1Y | +15.8% | +28.0% | -12.2% | +2.6% |
| 3Y | +61.8% | +39.4% | +22.4% | +35.0% |
| 5Y | +72.5% | +40.8% | +31.7% | +41.2% |
| 10Y | +288.0% | +84.9% | +203.1% | +180.5% |
| All | +288.0% | +78.1% | +209.9% | +180.5% |
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