+79.1%
CME vs CRL
-35.5%
+114.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | -1.6% | -1.0% | -0.5% | -1.5% |
| 30D | +6.2% | +10.7% | -4.4% | +5.9% |
| 3M | +10.4% | +55.3% | -44.9% | +8.7% |
| 6M | -9.5% | +60.7% | -70.2% | -11.1% |
| YTD | +6.0% | +44.6% | -38.6% | +4.5% |
| 1Y | +9.3% | +77.7% | -68.5% | +6.3% |
| 3Y | +57.7% | +37.6% | +20.0% | +54.9% |
| All | +79.1% | -35.5% | +114.6% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling