+299.5%
CME vs CL
+76.2%
+223.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.9% | -1.1% |
| 7D | -0.6% | +0.5% | -1.1% | -0.8% |
| 30D | +8.5% | +11.6% | -3.0% | +3.5% |
| 3M | +16.0% | +5.6% | +10.4% | +13.2% |
| 6M | +9.3% | +13.2% | -3.8% | +3.4% |
| YTD | +15.3% | +26.9% | -11.6% | +2.9% |
| 1Y | +14.4% | +27.3% | -12.9% | +1.9% |
| 3Y | +59.9% | +39.7% | +20.2% | +33.8% |
| 5Y | +69.4% | +41.3% | +28.1% | +39.0% |
| 10Y | +299.5% | +76.3% | +223.2% | +189.6% |
| All | +299.5% | +76.2% | +223.3% | +189.6% |
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