+63.2%
CME vs CL
+38.3%
+24.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | +0.2% |
| 7D | +0.9% | +1.3% | -0.4% | +0.5% |
| 30D | +13.2% | +11.4% | +1.8% | +9.9% |
| 3M | +16.3% | +4.4% | +11.8% | +14.8% |
| 6M | +7.1% | +10.8% | -3.6% | +4.1% |
| YTD | +15.8% | +25.1% | -9.3% | +8.7% |
| 1Y | +17.1% | +28.0% | -10.9% | +9.1% |
| 3Y | +63.2% | +37.6% | +25.5% | +47.7% |
| All | +63.2% | +38.3% | +24.9% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling