+7,451.3%
CME vs CL
+548.8%
+6,902.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +3.7% | +5.9% | -2.3% | +0.5% |
| 30D | +13.7% | +13.8% | 0.0% | +6.1% |
| 3M | +16.6% | +6.4% | +10.2% | +12.6% |
| 6M | +8.2% | +15.6% | -7.4% | -0.3% |
| YTD | +16.3% | +27.9% | -11.5% | +0.7% |
| 1Y | +19.1% | +31.4% | -12.3% | +1.5% |
| 3Y | +67.4% | +41.4% | +26.0% | +34.1% |
| 5Y | +71.0% | +42.8% | +28.2% | +33.9% |
| 10Y | +338.9% | +79.7% | +259.3% | +191.5% |
| All | +7,451.3% | +548.8% | +6,902.5% | +2,534.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling