+17.7%
CME vs CL
+27.4%
-9.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +2.5% | -0.8% | +3.2% | +2.7% |
| 30D | +13.9% | +9.5% | +4.4% | +11.4% |
| 3M | +22.4% | +6.8% | +15.6% | +20.3% |
| 6M | +12.9% | +14.3% | -1.4% | +10.0% |
| YTD | +19.6% | +27.0% | -7.4% | +16.2% |
| 1Y | +17.7% | +26.3% | -8.6% | +14.4% |
| All | +17.7% | +27.4% | -9.7% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling