+303.4%
CME vs RL
+337.1%
-33.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +0.9% |
| 7D | +3.9% | +2.6% | +1.4% | +3.6% |
| 30D | +11.3% | +2.9% | +8.4% | +10.8% |
| 3M | +19.6% | 0.0% | +19.6% | +19.4% |
| 6M | +8.1% | +17.1% | -9.0% | +5.4% |
| YTD | +20.4% | +10.1% | +10.3% | +17.8% |
| 1Y | +16.5% | +17.3% | -0.8% | +12.9% |
| 3Y | +66.4% | +249.3% | -182.9% | +31.5% |
| 5Y | +74.5% | +240.9% | -166.4% | +35.0% |
| All | +303.4% | +337.1% | -33.7% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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