+6,781.2%
CME vs CRL
+648.4%
+6,132.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | -1.6% | -1.0% | -0.5% | -1.4% |
| 30D | +6.2% | +10.7% | -4.4% | +3.6% |
| 3M | +10.4% | +55.3% | -44.9% | -1.2% |
| 6M | -9.5% | +60.7% | -70.2% | -20.7% |
| YTD | +6.0% | +44.6% | -38.6% | -5.3% |
| 1Y | +9.3% | +77.7% | -68.5% | -8.0% |
| 3Y | +57.7% | +37.6% | +20.0% | +32.5% |
| 5Y | +77.7% | -35.8% | +113.5% | +82.9% |
| 10Y | +281.2% | +241.7% | +39.5% | +109.1% |
| All | +6,781.2% | +648.4% | +6,132.8% | +2,424.2% |
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