+79.1%
CME vs CL
+28.4%
+50.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | -1.6% | -2.2% | +0.6% | -0.9% |
| 30D | +6.2% | -4.8% | +11.1% | +7.8% |
| 3M | +10.4% | +4.9% | +5.5% | +8.8% |
| 6M | -9.5% | -5.7% | -3.8% | -8.0% |
| YTD | +6.0% | +14.4% | -8.4% | +1.3% |
| 1Y | +9.3% | +8.7% | +0.5% | +6.0% |
| 3Y | +57.7% | +30.0% | +27.7% | +42.5% |
| All | +79.1% | +28.4% | +50.7% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling