+305.8%
CME vs RL
+347.1%
-41.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.4% |
| 7D | +2.5% | -4.4% | +6.8% | +2.9% |
| 30D | +13.9% | +5.6% | +8.4% | +13.1% |
| 3M | +22.4% | -0.6% | +23.0% | +22.3% |
| 6M | +12.9% | +15.5% | -2.6% | +10.3% |
| YTD | +19.6% | +12.3% | +7.3% | +16.8% |
| 1Y | +17.7% | +19.3% | -1.6% | +13.9% |
| 3Y | +65.3% | +255.5% | -190.2% | +30.3% |
| 5Y | +75.1% | +247.1% | -171.9% | +35.3% |
| 10Y | +305.8% | +346.0% | -40.3% | +175.8% |
| All | +305.8% | +347.1% | -41.4% | +175.8% |
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