+299.5%
CME vs CRL
+400.8%
-101.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -1.1% |
| 7D | -0.6% | +4.4% | -4.9% | -1.3% |
| 30D | +8.5% | +17.1% | -8.5% | +5.8% |
| 3M | +16.0% | +32.1% | -16.1% | +10.9% |
| 6M | +9.3% | +98.9% | -89.6% | -2.4% |
| YTD | +15.3% | +77.1% | -61.8% | +4.0% |
| 1Y | +14.4% | +110.3% | -95.9% | -0.1% |
| 3Y | +59.9% | +108.5% | -48.6% | +31.5% |
| 5Y | +69.4% | -7.9% | +77.3% | +73.2% |
| 10Y | +299.5% | +368.9% | -69.4% | +121.7% |
| All | +299.5% | +400.8% | -101.3% | +121.7% |
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