+300.3%
CME vs CRL
+354.1%
-53.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +2.7% | +8.9% | -6.2% | +1.4% |
| 30D | +13.5% | +14.0% | -0.5% | +11.0% |
| 3M | +20.9% | +19.8% | +1.1% | +17.2% |
| 6M | +11.5% | +102.0% | -90.5% | -0.8% |
| YTD | +19.5% | +70.8% | -51.4% | +8.3% |
| 1Y | +17.2% | +98.7% | -81.5% | +3.3% |
| 3Y | +65.1% | +98.2% | -33.0% | +37.1% |
| 5Y | +73.1% | -11.7% | +84.8% | +78.2% |
| All | +300.3% | +354.1% | -53.8% | +124.8% |
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