+282.1%
CME vs CRL
+241.6%
+40.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.7% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | +5.5% | +5.0% | +0.6% | +4.7% |
| 3M | +11.0% | +50.6% | -39.6% | +3.8% |
| 6M | -9.7% | +60.9% | -70.6% | -17.0% |
| YTD | +4.9% | +40.7% | -35.9% | -1.9% |
| 1Y | +10.1% | +73.3% | -63.2% | -1.2% |
| 3Y | +53.5% | +40.6% | +12.9% | +36.8% |
| 5Y | +77.2% | -37.0% | +114.1% | +96.8% |
| 10Y | +282.1% | +244.3% | +37.9% | +118.4% |
| All | +282.1% | +241.6% | +40.5% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling