+7,418.1%
CME vs CRL
+775.5%
+6,642.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.3% | -2.2% |
| 7D | +0.9% | -6.1% | +7.0% | +2.1% |
| 30D | +13.2% | +12.4% | +0.8% | +9.6% |
| 3M | +16.3% | +27.1% | -10.9% | +9.0% |
| 6M | +7.1% | +85.7% | -78.6% | -9.1% |
| YTD | +15.8% | +69.2% | -53.4% | -0.9% |
| 1Y | +17.1% | +97.5% | -80.4% | -3.9% |
| 3Y | +63.2% | +86.1% | -22.9% | +26.0% |
| 5Y | +70.2% | -10.0% | +80.3% | +58.6% |
| 10Y | +337.0% | +395.0% | -58.0% | +114.5% |
| All | +7,418.1% | +775.5% | +6,642.6% | +2,540.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling