+66.4%
CME vs CL
+40.9%
+25.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.3% |
| 7D | +3.9% | +3.2% | +0.7% | +3.0% |
| 30D | +11.3% | +8.0% | +3.3% | +8.9% |
| 3M | +19.6% | +7.9% | +11.7% | +16.9% |
| 6M | +8.1% | +14.7% | -6.7% | +4.0% |
| YTD | +20.4% | +29.2% | -8.8% | +12.0% |
| 1Y | +16.5% | +29.5% | -13.0% | +8.2% |
| 3Y | +66.4% | +40.7% | +25.8% | +49.1% |
| All | +66.4% | +40.9% | +25.5% | +49.1% |
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